-24.4%
KVUE vs SPYG
+122.5%
-147.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | -6.1% | -1.8% | -4.3% | -6.0% |
| 30D | -5.6% | -1.9% | -3.6% | -5.4% |
| 3M | -0.3% | +5.2% | -5.5% | -0.8% |
| 6M | +1.4% | +15.6% | -14.2% | -0.3% |
| YTD | +6.7% | +12.4% | -5.7% | +5.2% |
| 1Y | +1.0% | +17.5% | -16.5% | -1.1% |
| 3Y | -5.4% | +98.1% | -103.5% | -25.2% |
| All | -24.4% | +122.5% | -147.0% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling