-20.5%
SPGI vs KVUE
+1.1%
-21.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -7.4% | -5.1% | -2.3% | -6.6% |
| 30D | +0.4% | -6.3% | +6.7% | +1.4% |
| 3M | +5.3% | -0.5% | +5.8% | +5.6% |
| 6M | +1.7% | +3.1% | -1.4% | +1.5% |
| YTD | -16.4% | +6.7% | -23.0% | -16.9% |
| 1Y | -20.5% | -1.1% | -19.4% | -20.4% |
| All | -20.5% | +1.1% | -21.6% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling