-24.5%
KVUE vs STLA
-60.1%
+35.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -0.2% |
| 7D | -5.1% | -2.9% | -2.2% | -4.9% |
| 30D | -6.3% | +0.9% | -7.3% | -6.4% |
| 3M | -0.5% | -21.6% | +21.1% | +1.0% |
| 6M | +3.1% | -21.6% | +24.7% | +4.5% |
| YTD | +6.7% | -50.4% | +57.1% | +11.2% |
| 1Y | -1.1% | -43.6% | +42.4% | +1.8% |
| 3Y | -8.7% | -66.4% | +57.7% | -4.3% |
| All | -24.5% | -60.1% | +35.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling