-21.9%
KVUE vs S
+23.6%
-45.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.9% |
| 7D | -1.9% | -5.8% | +3.9% | -1.9% |
| 30D | -3.3% | -9.2% | +5.9% | -3.3% |
| 3M | +6.0% | +23.4% | -17.4% | +6.0% |
| 6M | +2.3% | +36.9% | -34.6% | +2.4% |
| YTD | +10.3% | +29.5% | -19.2% | +10.4% |
| 1Y | +4.6% | +5.4% | -0.8% | +4.6% |
| 3Y | -2.2% | +14.7% | -16.9% | -2.4% |
| All | -21.9% | +23.6% | -45.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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