-24.5%
KVUE vs FITB
+167.8%
-192.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | -6.3% | -5.7% | -0.7% | -5.4% |
| 3M | -0.5% | +3.2% | -3.7% | -1.1% |
| 6M | +3.1% | +23.4% | -20.3% | -0.5% |
| YTD | +6.7% | +18.8% | -12.1% | +3.2% |
| 1Y | -1.1% | +25.0% | -26.1% | -5.3% |
| 3Y | -8.7% | +131.2% | -139.9% | -18.9% |
| All | -24.5% | +167.8% | -192.3% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling