+63.7%
MNST vs KVUE
-13.6%
+77.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +13.1% | -2.9% | +7.6% |
| 7D | +10.3% | +13.1% | -2.9% | +7.6% |
| 30D | +10.3% | +13.1% | -2.9% | +7.6% |
| 3M | +10.3% | +13.1% | -2.9% | +7.6% |
| 6M | +22.8% | +12.7% | +10.1% | +19.9% |
| YTD | +23.5% | +15.9% | +7.6% | +20.0% |
| 1Y | +42.2% | +42.1% | +0.1% | +33.9% |
| 3Y | +86.8% | +17.3% | +69.5% | +82.9% |
| All | +63.7% | -13.6% | +77.3% | +64.8% |
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