-24.6%
KVUE vs SM
+61.1%
-85.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -5.7% | +20.3% | -26.0% | -5.7% |
| 3M | +0.2% | +22.9% | -22.8% | +0.1% |
| 6M | 0.0% | +47.8% | -47.8% | -0.9% |
| YTD | +6.5% | +107.5% | -101.0% | +4.2% |
| 1Y | -1.4% | +51.7% | -53.1% | -2.5% |
| 3Y | -5.6% | -0.9% | -4.8% | -7.2% |
| All | -24.6% | +61.1% | -85.7% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling