+19.8%
CVS vs KHC
-42.4%
+62.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +10.4% | -3.3% | +13.7% | +11.6% |
| 30D | +3.3% | +9.1% | -5.8% | -0.1% |
| 3M | -4.5% | +1.4% | -5.9% | -5.5% |
| 6M | -4.4% | +8.4% | -12.7% | -7.8% |
| YTD | +16.6% | +6.2% | +10.4% | +12.6% |
| 1Y | +15.3% | +5.7% | +9.6% | +11.5% |
| 3Y | +48.6% | -12.0% | +60.6% | +51.6% |
| 5Y | +12.9% | -15.3% | +28.2% | +15.5% |
| 10Y | +63.2% | -51.8% | +115.0% | +78.4% |
| All | +19.8% | -42.4% | +62.2% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling