-24.5%
KVUE vs SPYG
+124.4%
-148.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -5.1% | -0.9% | -4.2% | -5.1% |
| 30D | -6.3% | -1.5% | -4.8% | -6.2% |
| 3M | -0.5% | +3.7% | -4.2% | -0.8% |
| 6M | +3.1% | +16.4% | -13.3% | +1.3% |
| YTD | +6.7% | +13.3% | -6.6% | +5.1% |
| 1Y | -1.1% | +17.9% | -19.0% | -3.2% |
| 3Y | -8.7% | +98.3% | -107.1% | -27.7% |
| All | -24.5% | +124.4% | -148.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling