-21.9%
KVUE vs SPG
+133.7%
-155.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -2.2% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -3.3% | -4.9% | +1.6% | -1.8% |
| 3M | +6.0% | +3.3% | +2.6% | +5.0% |
| 6M | +2.3% | +11.2% | -8.9% | -0.7% |
| YTD | +10.3% | +17.1% | -6.7% | +5.4% |
| 1Y | +4.6% | +21.6% | -17.0% | -1.2% |
| 3Y | -2.2% | +111.9% | -114.1% | -16.4% |
| All | -21.9% | +133.7% | -155.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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