+125.5%
PM vs KVUE
-17.7%
+143.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.6% |
| 7D | -1.3% | -1.9% | +0.6% | -0.9% |
| 30D | -2.6% | -3.3% | +0.7% | -1.9% |
| 3M | +5.8% | +6.0% | -0.2% | +4.9% |
| 6M | +10.6% | +2.3% | +8.2% | +10.1% |
| YTD | +17.2% | +10.3% | +6.8% | +15.3% |
| 1Y | +17.6% | +4.6% | +13.1% | +16.5% |
| 3Y | +124.3% | -2.2% | +126.5% | +122.9% |
| All | +125.5% | -17.7% | +143.2% | +129.8% |
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