-24.4%
KVUE vs SRE
+20.8%
-45.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -6.1% | -0.7% | -5.4% | -6.0% |
| 30D | -5.6% | -1.7% | -3.8% | -5.3% |
| 3M | -0.3% | -7.1% | +6.7% | +1.1% |
| 6M | +1.4% | -8.4% | +9.7% | +3.1% |
| YTD | +6.7% | -3.5% | +10.3% | +7.1% |
| 1Y | +1.0% | +5.4% | -4.4% | -0.6% |
| 3Y | -5.4% | +29.5% | -34.9% | -11.9% |
| All | -24.4% | +20.8% | -45.2% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling