+37.2%
CVS vs KMB
-20.2%
+57.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | -1.9% | -8.6% | +6.7% | -1.3% |
| 30D | -0.3% | -7.5% | +7.2% | +0.2% |
| 3M | -1.1% | -0.6% | -0.5% | -0.9% |
| 6M | +23.7% | -1.5% | +25.3% | +24.2% |
| YTD | +23.0% | +1.6% | +21.4% | +23.0% |
| 1Y | +37.2% | -20.8% | +57.9% | +40.7% |
| All | +37.2% | -20.2% | +57.3% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 1y: compounded portfolio wealth divided by compounded KMB 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…
1y analysis · Full analysis span regression · 6 months rolling