+150.1%
USB vs KVUE
-17.7%
+167.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | +2.1% | -1.9% | +4.0% | +2.4% |
| 30D | -2.3% | -3.3% | +1.0% | -1.8% |
| 3M | +13.9% | +6.0% | +7.9% | +13.0% |
| 6M | +21.6% | +2.3% | +19.3% | +21.1% |
| YTD | +19.3% | +10.3% | +9.0% | +17.6% |
| 1Y | +33.6% | +4.6% | +29.0% | +32.5% |
| 3Y | +97.7% | -2.2% | +99.9% | +93.6% |
| All | +150.1% | -17.7% | +167.8% | +150.6% |
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