-8.7%
KVUE vs VIVK
-100.0%
+91.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | -0.1% |
| 7D | -5.1% | -4.4% | -0.7% | -5.1% |
| 30D | -6.3% | -40.8% | +34.5% | -6.3% |
| 3M | -0.5% | -94.1% | +93.6% | -0.3% |
| 6M | +3.1% | -98.2% | +101.3% | +3.4% |
| YTD | +6.7% | -98.0% | +104.7% | +6.8% |
| 1Y | -1.1% | -100.0% | +98.8% | +0.4% |
| 3Y | -8.7% | -100.0% | +91.2% | -16.0% |
| All | -8.7% | -100.0% | +91.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling