-4.4%
KVUE vs CRL
+78.8%
-83.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.1% |
| 7D | -2.2% | -1.0% | -1.2% | -2.2% |
| 30D | -3.7% | +10.7% | -14.3% | -3.8% |
| 3M | +12.3% | +55.3% | -43.0% | +11.9% |
| 6M | +5.4% | +60.7% | -55.2% | +4.8% |
| YTD | +12.4% | +44.6% | -32.2% | +10.7% |
| 1Y | -4.4% | +77.7% | -82.1% | -4.7% |
| All | -4.4% | +78.8% | -83.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling