+95.4%
SPYM vs KVUE
-20.4%
+115.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.0% | -6.1% | +4.1% | -1.5% |
| 30D | -1.6% | -5.6% | +3.9% | -1.2% |
| 3M | +4.7% | -0.3% | +5.1% | +4.7% |
| 6M | +12.6% | +1.4% | +11.2% | +12.3% |
| YTD | +11.8% | +6.7% | +5.0% | +11.1% |
| 1Y | +17.5% | +1.0% | +16.6% | +17.3% |
| 3Y | +77.0% | -5.4% | +82.4% | +76.9% |
| All | +95.4% | -20.4% | +115.8% | +98.9% |
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