-24.6%
KVUE vs SGI
+95.0%
-119.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.2% |
| 7D | -7.2% | +0.6% | -7.8% | -7.3% |
| 30D | -5.7% | +5.5% | -11.2% | -6.5% |
| 3M | +0.2% | -3.6% | +3.8% | +0.5% |
| 6M | 0.0% | -15.0% | +15.0% | +1.9% |
| YTD | +6.5% | -23.0% | +29.5% | +9.8% |
| 1Y | -1.4% | -18.4% | +17.0% | +0.6% |
| 3Y | -5.6% | +57.8% | -63.4% | -13.5% |
| All | -24.6% | +95.0% | -119.6% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling