-24.6%
KVUE vs IRM
+131.7%
-156.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.4% |
| 7D | -7.2% | +3.0% | -10.2% | -7.5% |
| 30D | -5.7% | -5.2% | -0.5% | -5.3% |
| 3M | +0.2% | -8.0% | +8.2% | +0.8% |
| 6M | 0.0% | +9.2% | -9.1% | -1.5% |
| YTD | +6.5% | +41.0% | -34.5% | +1.7% |
| 1Y | -1.4% | +23.3% | -24.7% | -4.6% |
| 3Y | -5.6% | +102.8% | -108.4% | -15.7% |
| All | -24.6% | +131.7% | -156.3% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling