-21.9%
KVUE vs KIM
+53.5%
-75.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.1% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -3.3% | -1.7% | -1.6% | -2.8% |
| 3M | +6.0% | -0.8% | +6.8% | +6.2% |
| 6M | +2.3% | +4.4% | -2.1% | +1.2% |
| YTD | +10.3% | +21.2% | -10.9% | +4.8% |
| 1Y | +4.6% | +10.5% | -6.0% | +1.7% |
| 3Y | -2.2% | +47.5% | -49.7% | -8.4% |
| All | -21.9% | +53.5% | -75.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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