-8.7%
KVUE vs M
+97.0%
-105.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.6% |
| 7D | -6.1% | -8.8% | +2.6% | -5.4% |
| 30D | -5.6% | -16.4% | +10.8% | -4.2% |
| 3M | -0.3% | -10.8% | +10.5% | +0.4% |
| 6M | +1.4% | +16.1% | -14.8% | -0.1% |
| YTD | +6.7% | -5.3% | +12.0% | +6.7% |
| 1Y | +1.0% | +24.9% | -23.9% | -1.3% |
| All | -8.7% | +97.0% | -105.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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