+31.5%
CVS vs KMB
-9.5%
+41.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -1.6% | -2.7% | +1.2% | -1.0% |
| 30D | +0.4% | -5.0% | +5.4% | +1.5% |
| 3M | -0.4% | +6.6% | -7.0% | -2.0% |
| 6M | +25.1% | +1.0% | +24.2% | +24.5% |
| YTD | +23.9% | +6.0% | +17.9% | +21.7% |
| 1Y | +41.1% | -16.6% | +57.7% | +46.8% |
| 3Y | +63.6% | -8.6% | +72.3% | +63.8% |
| 5Y | +31.5% | -10.9% | +42.4% | +32.7% |
| All | +31.5% | -9.5% | +41.1% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling