-24.5%
KVUE vs CRL
+45.4%
-69.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -5.1% | -3.5% | -1.6% | -5.0% |
| 30D | -6.3% | -2.1% | -4.2% | -6.2% |
| 3M | -0.5% | +48.0% | -48.5% | -2.2% |
| 6M | +3.1% | +64.7% | -61.7% | +0.8% |
| YTD | +6.7% | +39.5% | -32.8% | +4.8% |
| 1Y | -1.1% | +74.2% | -75.3% | -4.0% |
| 3Y | -8.7% | +39.4% | -48.1% | -11.0% |
| All | -24.5% | +45.4% | -69.9% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling