+77.2%
SPYM vs KVUE
-9.0%
+86.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.8% | -5.1% | +4.3% | -0.4% |
| 30D | -1.1% | -6.3% | +5.2% | -0.6% |
| 3M | +3.9% | -0.5% | +4.4% | +3.9% |
| 6M | +13.6% | +3.1% | +10.5% | +13.2% |
| YTD | +12.7% | +6.7% | +6.0% | +12.0% |
| 1Y | +17.6% | -1.1% | +18.7% | +17.7% |
| 3Y | +77.2% | -8.7% | +86.0% | +79.0% |
| All | +77.2% | -9.0% | +86.2% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling