-24.5%
KVUE vs VSXY
+178.0%
-202.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.1% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -6.3% | -18.7% | +12.4% | -5.8% |
| 3M | -0.5% | -4.0% | +3.5% | -0.5% |
| 6M | +3.1% | +67.5% | -64.4% | +1.3% |
| YTD | +6.7% | +39.7% | -33.0% | +5.1% |
| 1Y | -1.1% | +180.0% | -181.1% | -4.7% |
| 3Y | -8.7% | +337.3% | -346.0% | -14.4% |
| All | -24.5% | +178.0% | -202.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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