-24.5%
KVUE vs SGI
+90.8%
-115.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.2% |
| 7D | -5.1% | -4.5% | -0.7% | -4.4% |
| 30D | -6.3% | +4.2% | -10.5% | -7.0% |
| 3M | -0.5% | -7.4% | +6.9% | +0.5% |
| 6M | +3.1% | -15.1% | +18.1% | +5.0% |
| YTD | +6.7% | -24.7% | +31.4% | +10.3% |
| 1Y | -1.1% | -21.8% | +20.6% | +1.5% |
| 3Y | -8.7% | +50.0% | -58.8% | -15.7% |
| All | -24.5% | +90.8% | -115.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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