-2.2%
CVS vs KDP
+29.0%
-31.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.1% |
| 7D | -7.1% | +2.2% | -9.3% | -7.0% |
| 30D | -4.0% | +19.9% | -23.9% | -8.8% |
| 3M | -12.2% | +21.5% | -33.7% | -16.8% |
| 6M | -2.2% | +30.1% | -32.3% | -8.9% |
| All | -2.2% | +29.0% | -31.1% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling