+6.0%
KVUE vs SFM
-8.3%
+14.3%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.2% |
| 7D | -1.9% | -5.8% | +3.9% | -1.3% |
| 30D | -3.3% | -11.4% | +8.1% | -2.4% |
| 3M | +6.0% | -12.2% | +18.1% | +8.3% |
| All | +6.0% | -8.3% | +14.3% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3mo: compounded portfolio wealth divided by compounded SFM 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…
3mo analysis · Full analysis span regression · Available span rolling