-21.9%
KVUE vs STRL
+1,099.4%
-1,121.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -1.8% |
| 7D | -1.9% | +10.1% | -12.0% | -1.8% |
| 30D | -3.3% | -8.2% | +4.9% | -3.4% |
| 3M | +6.0% | -43.7% | +49.6% | +5.7% |
| 6M | +2.3% | +27.1% | -24.8% | +1.1% |
| YTD | +10.3% | +64.0% | -53.6% | +9.1% |
| 1Y | +4.6% | +75.2% | -70.6% | +3.4% |
| 3Y | -2.2% | +539.9% | -542.1% | -5.4% |
| All | -21.9% | +1,099.4% | -1,121.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded STRL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling