-24.5%
KVUE vs STRL
+1,120.5%
-1,145.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | 0.0% |
| 7D | -5.1% | +5.0% | -10.2% | -5.1% |
| 30D | -6.3% | -6.9% | +0.6% | -6.4% |
| 3M | -0.5% | -39.1% | +38.5% | -0.7% |
| 6M | +3.1% | +21.5% | -18.4% | +1.9% |
| YTD | +6.7% | +66.9% | -60.2% | +5.5% |
| 1Y | -1.1% | +61.6% | -62.8% | -2.2% |
| 3Y | -8.7% | +560.0% | -568.7% | -11.7% |
| All | -24.5% | +1,120.5% | -1,145.0% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling