-21.9%
KVUE vs SFM
+110.9%
-132.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.3% |
| 7D | -1.9% | -5.8% | +3.9% | -1.5% |
| 30D | -3.3% | -11.4% | +8.1% | -2.4% |
| 3M | +6.0% | -12.2% | +18.1% | +6.8% |
| 6M | +2.3% | -5.2% | +7.5% | +2.3% |
| YTD | +10.3% | -4.5% | +14.8% | +10.2% |
| 1Y | +4.6% | -45.4% | +50.0% | +8.6% |
| 3Y | -2.2% | +91.1% | -93.3% | -7.6% |
| All | -21.9% | +110.9% | -132.8% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling