-24.4%
KVUE vs STRL
+1,058.0%
-1,082.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | -6.1% | +5.4% | -11.5% | -6.1% |
| 30D | -5.6% | -9.0% | +3.4% | -5.7% |
| 3M | -0.3% | -37.1% | +36.7% | -0.6% |
| 6M | +1.4% | +17.8% | -16.5% | +0.1% |
| YTD | +6.7% | +58.3% | -51.6% | +5.5% |
| 1Y | +1.0% | +61.0% | -60.1% | -0.2% |
| 3Y | -5.4% | +517.8% | -523.2% | -8.5% |
| All | -24.4% | +1,058.0% | -1,082.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling