-10.3%
TLT vs KVUE
-17.7%
+7.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.4% | -1.9% | +2.3% | +0.5% |
| 30D | -0.3% | -3.3% | +3.0% | -0.2% |
| 3M | -1.7% | +6.0% | -7.7% | -1.9% |
| 6M | -4.9% | +2.3% | -7.2% | -5.0% |
| YTD | -2.8% | +10.3% | -13.1% | -3.0% |
| 1Y | -4.2% | +4.6% | -8.8% | -4.2% |
| 3Y | -1.1% | -2.2% | +1.1% | -0.3% |
| All | -10.3% | -17.7% | +7.4% | -10.9% |
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