+65.5%
MSFT vs KVUE
-20.6%
+86.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.4% |
| 7D | -1.0% | -7.2% | +6.2% | -0.8% |
| 30D | -2.7% | -5.7% | +3.0% | -2.5% |
| 3M | +22.1% | +0.2% | +21.9% | +22.0% |
| 6M | +20.6% | 0.0% | +20.6% | +20.5% |
| YTD | +2.3% | +6.5% | -4.2% | +1.8% |
| 1Y | -0.5% | -1.4% | +0.9% | -0.3% |
| 3Y | +50.5% | -5.6% | +56.1% | +51.0% |
| All | +65.5% | -20.6% | +86.0% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling