-1.1%
KVUE vs STZ
-11.8%
+10.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -5.1% | -4.5% | -0.7% | -4.2% |
| 30D | -6.3% | -8.6% | +2.3% | -4.5% |
| 3M | -0.5% | -13.8% | +13.3% | +2.4% |
| 6M | +3.1% | -17.2% | +20.2% | +6.6% |
| YTD | +6.7% | -9.4% | +16.0% | +8.5% |
| 1Y | -1.1% | -11.9% | +10.7% | +0.1% |
| All | -1.1% | -11.8% | +10.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling