-24.5%
KVUE vs ITOT
+94.8%
-119.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -5.1% | -0.9% | -4.2% | -4.9% |
| 30D | -6.3% | -1.5% | -4.9% | -5.9% |
| 3M | -0.5% | +3.6% | -4.1% | -1.5% |
| 6M | +3.1% | +13.7% | -10.6% | -0.9% |
| YTD | +6.7% | +12.9% | -6.2% | +2.6% |
| 1Y | -1.1% | +17.2% | -18.3% | -6.1% |
| 3Y | -8.7% | +75.6% | -84.4% | -31.3% |
| All | -24.5% | +94.8% | -119.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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