-24.5%
KVUE vs SRE
+19.8%
-44.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | -6.3% | -3.0% | -3.3% | -5.8% |
| 3M | -0.5% | -8.3% | +7.8% | +1.3% |
| 6M | +3.1% | -8.9% | +12.0% | +4.9% |
| YTD | +6.7% | -4.3% | +11.0% | +7.2% |
| 1Y | -1.1% | +2.7% | -3.9% | -2.2% |
| 3Y | -8.7% | +28.7% | -37.4% | -14.8% |
| All | -24.5% | +19.8% | -44.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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