-24.6%
KVUE vs CRL
+45.5%
-70.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -7.2% | -4.6% | -2.6% | -7.0% |
| 30D | -5.7% | +0.5% | -6.2% | -5.7% |
| 3M | +0.2% | +46.6% | -46.5% | -1.5% |
| 6M | 0.0% | +57.3% | -57.2% | -2.1% |
| YTD | +6.5% | +39.5% | -33.0% | +4.6% |
| 1Y | -1.4% | +76.9% | -78.3% | -4.4% |
| 3Y | -5.6% | +39.4% | -45.0% | -7.9% |
| All | -24.6% | +45.5% | -70.1% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling