-24.6%
KVUE vs FTI
+520.2%
-544.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.5% |
| 7D | -7.2% | -2.3% | -4.9% | -7.2% |
| 30D | -5.7% | +5.0% | -10.7% | -5.8% |
| 3M | +0.2% | +13.8% | -13.7% | -0.2% |
| 6M | 0.0% | +22.9% | -22.9% | -0.9% |
| YTD | +6.5% | +75.0% | -68.5% | +3.9% |
| 1Y | -1.4% | +96.9% | -98.3% | -4.3% |
| 3Y | -5.6% | +276.7% | -282.3% | -9.0% |
| All | -24.6% | +520.2% | -544.8% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling