-24.5%
KVUE vs USFR
+16.2%
-40.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.3% |
| 7D | -5.1% | +0.1% | -5.3% | -5.6% |
| 30D | -6.3% | +0.4% | -6.7% | -7.4% |
| 3M | -0.5% | +1.0% | -1.5% | -4.0% |
| 6M | +3.1% | +2.0% | +1.1% | -3.3% |
| YTD | +6.7% | +2.8% | +3.9% | -2.2% |
| 1Y | -1.1% | +4.1% | -5.2% | -13.0% |
| 3Y | -8.7% | +14.1% | -22.9% | -8.4% |
| All | -24.5% | +16.2% | -40.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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