+66.8%
MSFT vs KVUE
-20.4%
+87.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.8% | -5.1% | +4.3% | -0.7% |
| 30D | +0.8% | -6.3% | +7.2% | +1.0% |
| 3M | +27.2% | -0.5% | +27.7% | +27.1% |
| 6M | +22.9% | +3.1% | +19.8% | +22.6% |
| YTD | +3.1% | +6.7% | -3.6% | +2.7% |
| 1Y | -0.3% | -1.1% | +0.9% | 0.0% |
| 3Y | +50.1% | -8.7% | +58.8% | +51.4% |
| All | +66.8% | -20.4% | +87.2% | +72.2% |
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