-24.5%
KVUE vs CRS
+775.3%
-799.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | -5.1% | -6.8% | +1.6% | -5.0% |
| 30D | -6.3% | -16.1% | +9.8% | -5.9% |
| 3M | -0.5% | -21.2% | +20.7% | 0.0% |
| 6M | +3.1% | +8.7% | -5.6% | +2.5% |
| YTD | +6.7% | +41.0% | -34.3% | +5.5% |
| 1Y | -1.1% | +82.7% | -83.8% | -2.8% |
| 3Y | -8.7% | +604.8% | -613.5% | -16.2% |
| All | -24.5% | +775.3% | -799.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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