+230.1%
CVS vs KDP
+1,356.4%
-1,126.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | 0.0% |
| 7D | +12.0% | +4.0% | +8.0% | +10.6% |
| 30D | +2.8% | +16.8% | -14.0% | -2.6% |
| 3M | -3.6% | +32.0% | -35.6% | -12.3% |
| 6M | -1.6% | +35.2% | -36.8% | -11.4% |
| YTD | +16.3% | +40.9% | -24.6% | +2.8% |
| 1Y | +15.5% | +47.7% | -32.1% | +0.6% |
| 3Y | +48.1% | +34.8% | +13.3% | +31.1% |
| 5Y | +12.3% | +22.6% | -10.3% | +2.1% |
| 10Y | +62.7% | +266.4% | -203.7% | -2.1% |
| All | +230.1% | +1,356.4% | -1,126.4% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling