-24.5%
KVUE vs SONY
+30.5%
-55.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -5.1% | -2.7% | -2.4% | -4.9% |
| 30D | -6.3% | +1.5% | -7.9% | -6.5% |
| 3M | -0.5% | +13.0% | -13.5% | -1.8% |
| 6M | +3.1% | +11.2% | -8.1% | +1.8% |
| YTD | +6.7% | -6.6% | +13.3% | +6.9% |
| 1Y | -1.1% | -18.1% | +17.0% | +0.2% |
| 3Y | -8.7% | +42.1% | -50.8% | -11.9% |
| All | -24.5% | +30.5% | -55.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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