+35.4%
CVS vs KHC
-3.0%
+38.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | 0.0% |
| 7D | +4.0% | -3.3% | +7.3% | +4.6% |
| 30D | -2.4% | -3.4% | +1.0% | -1.7% |
| 3M | +2.7% | +12.6% | -9.9% | +0.8% |
| 6M | +21.9% | +7.0% | +14.9% | +20.2% |
| YTD | +24.7% | +6.1% | +18.7% | +23.4% |
| 1Y | +35.4% | -3.1% | +38.5% | +40.9% |
| All | +35.4% | -3.0% | +38.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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