-24.6%
KVUE vs MSI
+65.4%
-90.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -7.2% | -4.0% | -3.2% | -6.5% |
| 30D | -5.7% | -0.5% | -5.2% | -5.6% |
| 3M | +0.2% | +11.4% | -11.2% | -2.0% |
| 6M | 0.0% | +1.0% | -1.0% | -0.5% |
| YTD | +6.5% | +20.7% | -14.1% | +2.1% |
| 1Y | -1.4% | -2.7% | +1.3% | -0.3% |
| 3Y | -5.6% | +68.2% | -73.8% | -21.9% |
| All | -24.6% | +65.4% | -90.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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