-24.5%
KVUE vs STZ
-41.8%
+17.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -5.1% | -4.5% | -0.7% | -4.0% |
| 30D | -6.3% | -8.6% | +2.3% | -4.2% |
| 3M | -0.5% | -13.8% | +13.3% | +3.1% |
| 6M | +3.1% | -17.2% | +20.2% | +7.6% |
| YTD | +6.7% | -9.4% | +16.0% | +8.4% |
| 1Y | -1.1% | -11.9% | +10.7% | +1.0% |
| 3Y | -8.7% | -49.6% | +40.9% | +5.9% |
| All | -24.5% | -41.8% | +17.3% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling