-20.4%
KVUE vs M
+73.7%
-94.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | -2.2% | +4.7% | -7.0% | -2.5% |
| 30D | -3.7% | -9.6% | +6.0% | -3.0% |
| 3M | +12.3% | +0.9% | +11.4% | +12.0% |
| 6M | +5.4% | +22.3% | -16.8% | +3.7% |
| YTD | +12.4% | +6.5% | +5.9% | +11.5% |
| 1Y | -4.4% | +38.8% | -43.1% | -6.8% |
| 3Y | -7.5% | +115.9% | -123.5% | -12.9% |
| All | -20.4% | +73.7% | -94.1% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling