-20.4%
KVUE vs FIVE
+28.5%
-48.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.3% |
| 7D | -2.2% | +4.3% | -6.5% | -2.4% |
| 30D | -3.7% | +12.5% | -16.2% | -4.1% |
| 3M | +12.3% | +31.2% | -19.0% | +11.1% |
| 6M | +5.4% | +14.4% | -8.9% | +4.8% |
| YTD | +12.4% | +33.9% | -21.4% | +11.1% |
| 1Y | -4.4% | +65.1% | -69.4% | -6.3% |
| 3Y | -7.5% | +49.0% | -56.5% | -10.1% |
| All | -20.4% | +28.5% | -48.9% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling