-24.5%
KVUE vs SM
+61.6%
-86.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | -0.1% |
| 7D | -5.1% | +4.6% | -9.7% | -5.1% |
| 30D | -6.3% | +18.2% | -24.5% | -6.4% |
| 3M | -0.5% | +22.5% | -23.0% | -0.6% |
| 6M | +3.1% | +50.6% | -47.5% | +2.1% |
| YTD | +6.7% | +108.1% | -101.4% | +4.3% |
| 1Y | -1.1% | +46.0% | -47.1% | -2.0% |
| 3Y | -8.7% | +2.9% | -11.6% | -10.3% |
| All | -24.5% | +61.6% | -86.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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