-8.7%
KVUE vs IOT
+23.8%
-32.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -5.1% | -4.5% | -0.6% | -5.1% |
| 30D | -6.3% | -2.4% | -3.9% | -6.3% |
| 3M | -0.5% | +19.0% | -19.5% | -0.7% |
| 6M | +3.1% | +19.6% | -16.6% | +2.9% |
| YTD | +6.7% | +8.3% | -1.6% | +6.5% |
| 1Y | -1.1% | -0.8% | -0.3% | -1.2% |
| 3Y | -8.7% | +24.4% | -33.2% | -12.5% |
| All | -8.7% | +23.8% | -32.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling