-24.5%
KVUE vs FTI
+508.5%
-532.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -5.1% | -4.4% | -0.7% | -5.0% |
| 30D | -6.3% | +1.5% | -7.8% | -6.4% |
| 3M | -0.5% | +8.2% | -8.7% | -0.7% |
| 6M | +3.1% | +18.8% | -15.7% | +2.3% |
| YTD | +6.7% | +71.7% | -65.0% | +4.2% |
| 1Y | -1.1% | +90.0% | -91.2% | -3.9% |
| 3Y | -8.7% | +270.5% | -279.2% | -12.0% |
| All | -24.5% | +508.5% | -532.9% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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