+5.7%
CVS vs KDP
+14.9%
-9.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | -7.1% | +2.2% | -9.3% | -8.0% |
| 30D | -4.0% | +19.9% | -23.9% | -9.5% |
| 3M | -12.2% | +21.5% | -33.7% | -17.7% |
| 6M | -2.2% | +30.1% | -32.3% | -10.4% |
| YTD | +8.9% | +34.9% | -26.0% | -2.0% |
| 1Y | +9.9% | +43.4% | -33.5% | -3.2% |
| 3Y | +32.1% | +29.1% | +3.0% | +17.8% |
| All | +5.7% | +14.9% | -9.2% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling