-18.0%
KVUE vs STLD
+159.5%
-177.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +7.2% | +5.2% | +11.9% |
| 7D | +12.3% | +7.2% | +5.2% | +11.9% |
| 30D | +12.3% | +7.2% | +5.2% | +11.9% |
| 3M | +12.3% | +7.2% | +5.2% | +11.9% |
| 6M | +12.7% | +10.2% | +2.5% | +12.1% |
| YTD | +15.9% | +49.2% | -33.3% | +13.9% |
| 1Y | +42.1% | +60.3% | -18.1% | +39.4% |
| 3Y | +17.3% | +149.6% | -132.3% | +12.5% |
| All | -18.0% | +159.5% | -177.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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