+41.9%
CVS vs KDP
+173.4%
-131.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -1.9% | -1.6% | -0.3% | -1.5% |
| 30D | -0.3% | +9.5% | -9.8% | -2.7% |
| 3M | -1.1% | +2.6% | -3.8% | -2.0% |
| 6M | +23.7% | +15.6% | +8.1% | +18.6% |
| YTD | +23.0% | +17.3% | +5.7% | +17.1% |
| 1Y | +37.2% | +20.1% | +17.1% | +29.4% |
| 3Y | +62.4% | +4.9% | +57.5% | +57.6% |
| 5Y | +31.8% | +5.0% | +26.8% | +27.9% |
| 10Y | +41.9% | +179.8% | -137.9% | +18.6% |
| All | +41.9% | +173.4% | -131.5% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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