+37.2%
CVS vs KHC
-1.8%
+39.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -1.9% | -4.8% | +2.9% | -1.0% |
| 30D | -0.3% | +0.3% | -0.6% | -0.4% |
| 3M | -1.1% | +6.7% | -7.8% | -2.0% |
| 6M | +23.7% | +4.2% | +19.5% | +22.2% |
| YTD | +23.0% | +6.7% | +16.3% | +21.6% |
| 1Y | +37.2% | -1.4% | +38.6% | +41.0% |
| All | +37.2% | -1.8% | +39.0% | +41.0% |
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