+47.8%
CVS vs KHC
-12.8%
+60.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +12.0% | -4.6% | +16.6% | +13.0% |
| 30D | +2.8% | +8.1% | -5.3% | +0.5% |
| 3M | -3.6% | 0.0% | -3.6% | -4.0% |
| 6M | -1.6% | +7.9% | -9.6% | -3.8% |
| YTD | +16.3% | +5.3% | +11.0% | +13.9% |
| 1Y | +15.5% | +5.1% | +10.4% | +13.1% |
| All | +47.8% | -12.8% | +60.7% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling