+63.6%
CVS vs KDP
+6.5%
+57.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +2.1% | -3.6% | -2.0% |
| 30D | +0.4% | +8.5% | -8.1% | -1.4% |
| 3M | -0.4% | +6.6% | -7.0% | -1.9% |
| 6M | +25.1% | +17.1% | +8.1% | +20.6% |
| YTD | +23.9% | +19.0% | +4.8% | +18.5% |
| 1Y | +41.1% | +21.8% | +19.3% | +33.9% |
| 3Y | +63.6% | +6.4% | +57.2% | +56.9% |
| All | +63.6% | +6.5% | +57.1% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling