+18.3%
CVS vs KDP
+49.2%
-30.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.7% | +4.3% |
| 7D | -2.6% | +8.2% | -10.8% | -3.3% |
| 30D | +4.0% | +18.4% | -14.3% | +0.9% |
| 3M | -6.3% | +29.2% | -35.5% | -10.7% |
| 6M | -0.4% | +32.3% | -32.6% | -5.1% |
| YTD | +15.6% | +38.5% | -22.9% | +7.0% |
| 1Y | +18.3% | +48.5% | -30.2% | +4.5% |
| All | +18.3% | +49.2% | -30.9% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling