-24.4%
KVUE vs FOXA
+112.5%
-136.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.8% | -0.1% |
| 7D | -6.1% | -3.7% | -2.4% | -5.6% |
| 30D | -5.6% | +5.4% | -10.9% | -6.3% |
| 3M | -0.3% | -3.7% | +3.4% | -0.3% |
| 6M | +1.4% | +12.6% | -11.2% | -1.4% |
| YTD | +6.7% | -10.0% | +16.7% | +8.1% |
| 1Y | +1.0% | +15.0% | -14.1% | -3.6% |
| 3Y | -5.4% | +115.1% | -120.5% | -27.4% |
| All | -24.4% | +112.5% | -136.9% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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