-18.0%
KVUE vs IWD
+83.3%
-101.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +81.5% | -68.5% | -0.4% |
| 7D | +13.0% | +81.5% | -68.5% | -0.4% |
| 30D | +13.0% | +81.5% | -68.5% | -0.4% |
| 3M | +13.0% | +81.5% | -68.5% | -0.4% |
| 6M | +13.0% | +81.5% | -68.5% | -0.4% |
| YTD | +13.0% | +81.5% | -68.5% | -0.4% |
| 1Y | +13.0% | +81.5% | -68.5% | -0.4% |
| 3Y | +17.3% | +88.0% | -70.7% | +1.8% |
| All | -18.0% | +83.3% | -101.3% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling