+31.5%
CVS vs KHC
-10.2%
+41.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.6% | -2.2% | +0.6% | -1.0% |
| 30D | +0.4% | -0.1% | +0.5% | +0.3% |
| 3M | -0.4% | +8.3% | -8.8% | -2.9% |
| 6M | +25.1% | +5.0% | +20.2% | +22.9% |
| YTD | +23.9% | +8.0% | +15.9% | +20.3% |
| 1Y | +41.1% | -1.1% | +42.2% | +40.7% |
| 3Y | +63.6% | -10.7% | +74.3% | +69.1% |
| 5Y | +31.5% | -13.5% | +45.0% | +37.4% |
| All | +31.5% | -10.2% | +41.7% | +37.4% |
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