-24.5%
KVUE vs SITM
+600.9%
-625.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | 0.0% |
| 7D | -5.1% | +3.9% | -9.0% | -5.1% |
| 30D | -6.3% | -6.6% | +0.3% | -6.3% |
| 3M | -0.5% | -11.9% | +11.4% | -0.3% |
| 6M | +3.1% | +81.1% | -78.0% | +1.9% |
| YTD | +6.7% | +80.0% | -73.3% | +5.4% |
| 1Y | -1.1% | +145.8% | -147.0% | -2.9% |
| 3Y | -8.7% | +475.9% | -484.6% | -14.0% |
| All | -24.5% | +600.9% | -625.4% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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