-20.4%
KVUE vs IP
+35.5%
-55.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | -2.2% | -5.3% | +3.0% | -1.5% |
| 30D | -3.7% | -10.9% | +7.2% | -2.2% |
| 3M | +12.3% | +11.2% | +1.1% | +10.5% |
| 6M | +5.4% | -10.2% | +15.7% | +6.2% |
| YTD | +12.4% | -2.0% | +14.4% | +11.9% |
| 1Y | -4.4% | -19.1% | +14.7% | -2.7% |
| 3Y | -7.5% | +20.9% | -28.4% | -14.5% |
| All | -20.4% | +35.5% | -55.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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