-24.6%
KVUE vs SMTC
+786.2%
-810.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.5% |
| 7D | -7.2% | +22.5% | -29.7% | -7.1% |
| 30D | -5.7% | +24.9% | -30.6% | -5.6% |
| 3M | +0.2% | +4.1% | -3.9% | +0.3% |
| 6M | 0.0% | +92.6% | -92.5% | -1.0% |
| YTD | +6.5% | +122.5% | -116.0% | +5.2% |
| 1Y | -1.4% | +166.2% | -167.6% | -3.1% |
| 3Y | -5.6% | +577.2% | -582.8% | -18.0% |
| All | -24.6% | +786.2% | -810.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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