-21.9%
KVUE vs SPY
+96.1%
-118.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | -1.9% | +0.5% | -2.5% | -2.1% |
| 30D | -3.3% | -0.9% | -2.4% | -3.1% |
| 3M | +6.0% | +3.9% | +2.1% | +4.8% |
| 6M | +2.3% | +14.5% | -12.2% | -1.8% |
| YTD | +10.3% | +12.9% | -2.6% | +6.2% |
| 1Y | +4.6% | +19.4% | -14.8% | -1.1% |
| 3Y | -2.2% | +78.5% | -80.7% | -27.4% |
| All | -21.9% | +96.1% | -118.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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