-24.4%
KVUE vs FIVE
+23.0%
-47.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | -6.1% | +0.6% | -6.7% | -6.1% |
| 30D | -5.6% | +3.0% | -8.6% | -5.7% |
| 3M | -0.3% | +23.2% | -23.5% | -1.1% |
| 6M | +1.4% | +9.2% | -7.8% | +0.9% |
| YTD | +6.7% | +28.1% | -21.3% | +5.6% |
| 1Y | +1.0% | +65.3% | -64.3% | -1.1% |
| 3Y | -5.4% | +49.4% | -54.8% | -8.0% |
| All | -24.4% | +23.0% | -47.4% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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