-24.6%
KVUE vs USFR
+16.1%
-40.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -7.2% | +0.1% | -7.3% | -7.4% |
| 30D | -5.7% | +0.3% | -6.0% | -6.6% |
| 3M | +0.2% | +1.0% | -0.8% | -3.2% |
| 6M | 0.0% | +1.9% | -1.9% | -6.0% |
| YTD | +6.5% | +2.7% | +3.9% | -2.0% |
| 1Y | -1.4% | +4.0% | -5.4% | -12.9% |
| 3Y | -5.6% | +14.0% | -19.6% | -4.9% |
| All | -24.6% | +16.1% | -40.7% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling