+54.3%
MA vs KVUE
-20.4%
+74.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.7% | -5.1% | +3.4% | -0.9% |
| 30D | +1.7% | -6.3% | +8.0% | +2.7% |
| 3M | +17.2% | -0.5% | +17.7% | +17.3% |
| 6M | +13.3% | +3.1% | +10.2% | +12.8% |
| YTD | +0.2% | +6.7% | -6.5% | -0.9% |
| 1Y | -2.7% | -1.1% | -1.6% | -2.5% |
| 3Y | +39.1% | -8.7% | +47.8% | +38.9% |
| All | +54.3% | -20.4% | +74.7% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 10y: compounded portfolio wealth divided by compounded KVUE 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…
10y analysis · Full analysis span regression · 6 months rolling