+327.5%
TER vs KVUE
-20.4%
+348.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | +6.4% | -5.1% | +11.5% | +6.1% |
| 30D | -5.7% | -6.3% | +0.6% | -5.9% |
| 3M | -0.4% | -0.5% | +0.1% | -0.8% |
| 6M | +25.8% | +3.1% | +22.7% | +25.2% |
| YTD | +96.4% | +6.7% | +89.7% | +95.6% |
| 1Y | +229.2% | -1.1% | +230.4% | +229.4% |
| 3Y | +288.1% | -8.7% | +296.9% | +293.9% |
| All | +327.5% | -20.4% | +348.0% | +358.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling