-2.1%
SYK vs KVUE
-20.4%
+18.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -12.3% | -6.1% | -6.2% | -11.3% |
| 30D | -22.4% | -5.6% | -16.9% | -21.6% |
| 3M | -12.3% | -0.3% | -12.0% | -12.1% |
| 6M | -24.3% | +1.4% | -25.7% | -24.4% |
| YTD | -22.8% | +6.7% | -29.5% | -23.4% |
| 1Y | -28.8% | +1.0% | -29.7% | -28.9% |
| 3Y | -4.0% | -5.4% | +1.4% | -3.6% |
| All | -2.1% | -20.4% | +18.3% | -0.3% |
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