+155.9%
UAL vs KVUE
-20.4%
+176.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -1.4% | -5.1% | +3.7% | 0.0% |
| 30D | -12.2% | -6.3% | -5.9% | -10.6% |
| 3M | -2.5% | -0.5% | -2.0% | -2.3% |
| 6M | +21.1% | +3.1% | +18.0% | +20.3% |
| YTD | -1.8% | +6.7% | -8.5% | -3.3% |
| 1Y | +0.4% | -1.1% | +1.6% | -0.2% |
| 3Y | +130.3% | -8.7% | +139.0% | +126.2% |
| All | +155.9% | -20.4% | +176.3% | +146.5% |
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