+28.2%
CVS vs KHC
-41.6%
+69.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +4.0% | -1.8% | +5.7% | +4.6% |
| 30D | -2.4% | -1.9% | -0.5% | -1.9% |
| 3M | +2.7% | +14.4% | -11.7% | -2.3% |
| 6M | +21.9% | +8.7% | +13.2% | +17.7% |
| YTD | +24.7% | +7.8% | +17.0% | +20.4% |
| 1Y | +35.4% | -1.5% | +37.0% | +34.8% |
| 3Y | +65.2% | -9.9% | +75.0% | +67.7% |
| 5Y | +30.5% | -10.7% | +41.3% | +31.5% |
| 10Y | +40.4% | -55.7% | +96.1% | +58.6% |
| All | +28.2% | -41.6% | +69.7% | +29.5% |
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 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