-8.7%
KVUE vs IRM
+102.2%
-110.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -5.1% | -1.4% | -3.7% | -5.0% |
| 30D | -6.3% | -7.4% | +1.1% | -5.7% |
| 3M | -0.5% | -7.4% | +6.8% | 0.0% |
| 6M | +3.1% | +8.7% | -5.6% | +1.6% |
| YTD | +6.7% | +40.9% | -34.3% | +1.8% |
| 1Y | -1.1% | +20.5% | -21.7% | -4.1% |
| 3Y | -8.7% | +101.7% | -110.5% | -19.2% |
| All | -8.7% | +102.2% | -110.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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