+12.3%
CVS vs KHC
-16.5%
+28.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +12.0% | -4.6% | +16.6% | +13.3% |
| 30D | +2.8% | +8.1% | -5.3% | +0.2% |
| 3M | -3.6% | 0.0% | -3.6% | -4.1% |
| 6M | -1.6% | +7.9% | -9.6% | -4.4% |
| YTD | +16.3% | +5.3% | +11.0% | +13.3% |
| 1Y | +15.5% | +5.1% | +10.4% | +12.6% |
| 3Y | +48.1% | -12.8% | +60.9% | +53.6% |
| 5Y | +12.3% | -16.2% | +28.5% | +20.3% |
| All | +12.3% | -16.5% | +28.9% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling