+33.7%
SO vs KVUE
-20.4%
+54.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.1% | -6.1% | +5.0% | -0.2% |
| 30D | -3.7% | -5.6% | +1.8% | -2.9% |
| 3M | -5.9% | -0.3% | -5.6% | -5.8% |
| 6M | -7.3% | +1.4% | -8.7% | -7.6% |
| YTD | +3.1% | +6.7% | -3.6% | +2.1% |
| 1Y | -1.0% | +1.0% | -1.9% | -1.0% |
| 3Y | +43.2% | -5.4% | +48.6% | +44.4% |
| All | +33.7% | -20.4% | +54.1% | +33.6% |
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