-13.9%
KVUE vs SARO
-23.9%
+9.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +0.9% |
| 7D | -4.4% | -4.9% | +0.4% | -4.0% |
| 30D | -6.7% | -15.4% | +8.7% | -5.4% |
| 3M | -0.2% | -12.3% | +12.1% | +0.9% |
| 6M | +4.8% | -9.4% | +14.2% | +5.4% |
| YTD | +7.5% | -17.7% | +25.2% | +8.7% |
| 1Y | -1.1% | -13.1% | +12.0% | -0.6% |
| All | -13.9% | -23.9% | +9.9% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 10y: compounded portfolio wealth divided by compounded SARO 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…
10y analysis · Full analysis span regression · 6 months rolling