+95.0%
MO vs KVUE
-9.0%
+104.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -5.1% | +5.3% | +1.4% |
| 30D | +7.1% | -6.3% | +13.5% | +8.8% |
| 3M | -2.0% | -0.5% | -1.5% | -1.7% |
| 6M | +7.3% | +3.1% | +4.2% | +6.7% |
| YTD | +23.5% | +6.7% | +16.8% | +21.8% |
| 1Y | +11.0% | -1.1% | +12.1% | +11.2% |
| 3Y | +95.0% | -8.7% | +103.7% | +90.5% |
| All | +95.0% | -9.0% | +104.0% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling