-67.9%
NKE vs KVUE
-20.4%
-47.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -4.2% | -5.1% | +1.0% | -3.2% |
| 30D | -8.2% | -6.3% | -1.9% | -7.1% |
| 3M | -19.1% | -0.5% | -18.6% | -18.9% |
| 6M | -32.6% | +3.1% | -35.7% | -32.9% |
| YTD | -40.7% | +6.7% | -47.4% | -41.3% |
| 1Y | -48.9% | -1.1% | -47.7% | -48.5% |
| 3Y | -59.2% | -8.7% | -50.5% | -59.5% |
| All | -67.9% | -20.4% | -47.4% | -66.8% |
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 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