-24.4%
KVUE vs HIG
+112.6%
-137.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -6.1% | -2.3% | -3.8% | -5.3% |
| 30D | -5.6% | -1.2% | -4.4% | -5.2% |
| 3M | -0.3% | +6.3% | -6.6% | -2.8% |
| 6M | +1.4% | +0.6% | +0.8% | +0.8% |
| YTD | +6.7% | +0.6% | +6.1% | +6.0% |
| 1Y | +1.0% | +6.1% | -5.2% | -1.9% |
| 3Y | -5.4% | +102.0% | -107.4% | -20.2% |
| All | -24.4% | +112.6% | -137.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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