-8.7%
KVUE vs SN
+349.8%
-358.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.7% |
| 7D | -6.1% | -7.2% | +1.1% | -5.3% |
| 30D | -5.6% | -13.4% | +7.8% | -4.0% |
| 3M | -0.3% | +26.8% | -27.1% | -3.2% |
| 6M | +1.4% | +44.6% | -43.2% | -3.3% |
| YTD | +6.7% | +45.3% | -38.5% | +1.5% |
| 1Y | +1.0% | +40.1% | -39.2% | -3.8% |
| All | -8.7% | +349.8% | -358.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling