+20.0%
XLP vs KVUE
-17.7%
+37.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | -1.3% | -3.3% | +2.0% | -0.6% |
| 3M | +1.8% | +6.0% | -4.1% | +0.8% |
| 6M | -0.8% | +2.3% | -3.2% | -1.3% |
| YTD | +9.5% | +10.3% | -0.8% | +7.5% |
| 1Y | +7.2% | +4.6% | +2.6% | +6.2% |
| 3Y | +27.1% | -2.2% | +29.3% | +27.0% |
| All | +20.0% | -17.7% | +37.8% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling