-24.4%
KVUE vs IAG
+541.9%
-566.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -6.1% | -4.1% | -2.1% | -6.0% |
| 30D | -5.6% | +10.6% | -16.2% | -5.8% |
| 3M | -0.3% | +35.4% | -35.7% | -1.2% |
| 6M | +1.4% | -9.5% | +10.9% | +1.5% |
| YTD | +6.7% | +21.8% | -15.1% | +6.1% |
| 1Y | +1.0% | +84.1% | -83.2% | -1.1% |
| 3Y | -5.4% | +817.4% | -822.7% | -15.7% |
| All | -24.4% | +541.9% | -566.3% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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