-24.5%
KVUE vs GFS
-20.4%
-4.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.1% |
| 7D | -5.1% | +3.8% | -9.0% | -5.2% |
| 30D | -6.3% | -11.7% | +5.4% | -6.1% |
| 3M | -0.5% | -41.8% | +41.3% | +0.4% |
| 6M | +3.1% | +6.6% | -3.6% | +0.7% |
| YTD | +6.7% | +34.6% | -28.0% | +3.2% |
| 1Y | -1.1% | +46.2% | -47.3% | -4.8% |
| 3Y | -8.7% | -20.3% | +11.6% | -10.9% |
| All | -24.5% | -20.4% | -4.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling