+29.8%
STM vs KVUE
-17.7%
+47.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.5% |
| 7D | +5.2% | -1.9% | +7.1% | +5.2% |
| 30D | -7.4% | -3.3% | -4.1% | -7.4% |
| 3M | -30.6% | +6.0% | -36.6% | -30.8% |
| 6M | +66.4% | +2.3% | +64.0% | +66.1% |
| YTD | +101.1% | +10.3% | +90.8% | +100.5% |
| 1Y | +97.4% | +4.6% | +92.8% | +97.3% |
| 3Y | +21.1% | -2.2% | +23.3% | +23.4% |
| All | +29.8% | -17.7% | +47.5% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 all: compounded portfolio wealth divided by compounded KVUE 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…
all analysis · Full analysis span regression · 6 months rolling