+65.7%
MSFT vs KVUE
-20.4%
+86.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -3.5% | -6.1% | +2.7% | -3.3% |
| 30D | -2.1% | -5.6% | +3.5% | -1.9% |
| 3M | +24.2% | -0.3% | +24.5% | +24.1% |
| 6M | +21.9% | +1.4% | +20.5% | +21.7% |
| YTD | +2.5% | +6.7% | -4.3% | +2.0% |
| 1Y | -0.8% | +1.0% | -1.7% | -0.7% |
| 3Y | +50.8% | -5.4% | +56.2% | +51.3% |
| All | +65.7% | -20.4% | +86.1% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling