-24.5%
KVUE vs SPMO
+178.8%
-203.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -5.1% | -0.9% | -4.2% | -5.1% |
| 30D | -6.3% | -1.9% | -4.4% | -6.3% |
| 3M | -0.5% | -1.4% | +0.8% | -0.6% |
| 6M | +3.1% | +25.5% | -22.4% | 0.0% |
| YTD | +6.7% | +24.8% | -18.2% | +3.5% |
| 1Y | -1.1% | +24.5% | -25.6% | -4.1% |
| 3Y | -8.7% | +157.1% | -165.9% | -29.2% |
| All | -24.5% | +178.8% | -203.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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