+32.8%
SMR vs KVUE
-20.4%
+53.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | +4.7% | -6.1% | +10.8% | +4.7% |
| 30D | +3.2% | -5.6% | +8.8% | +3.3% |
| 3M | +9.9% | -0.3% | +10.2% | +9.7% |
| 6M | -15.1% | +1.4% | -16.5% | -15.4% |
| YTD | -27.9% | +6.7% | -34.7% | -28.3% |
| 1Y | -70.2% | +1.0% | -71.2% | -69.7% |
| 3Y | +72.5% | -5.4% | +77.9% | +77.7% |
| All | +32.8% | -20.4% | +53.2% | +27.8% |
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