-24.5%
KVUE vs SFM
+101.7%
-126.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -5.1% | -10.6% | +5.5% | -4.2% |
| 30D | -6.3% | -15.5% | +9.1% | -5.1% |
| 3M | -0.5% | -17.4% | +16.9% | +0.9% |
| 6M | +3.1% | -3.4% | +6.5% | +2.9% |
| YTD | +6.7% | -8.7% | +15.4% | +6.9% |
| 1Y | -1.1% | -47.2% | +46.0% | +2.9% |
| 3Y | -8.7% | +82.7% | -91.5% | -13.5% |
| All | -24.5% | +101.7% | -126.2% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling