-24.6%
KVUE vs FN
+350.5%
-375.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | -7.2% | +5.8% | -13.0% | -7.1% |
| 30D | -5.7% | -20.6% | +15.0% | -5.9% |
| 3M | +0.2% | -28.6% | +28.8% | -0.1% |
| 6M | 0.0% | -20.7% | +20.7% | -0.5% |
| YTD | +6.5% | -8.1% | +14.6% | +5.9% |
| 1Y | -1.4% | +13.3% | -14.7% | -2.4% |
| 3Y | -5.6% | +175.7% | -181.3% | -14.3% |
| All | -24.6% | +350.5% | -375.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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