+5.7%
CVS vs KMB
-0.3%
+6.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.4% |
| 7D | -7.1% | +0.5% | -7.5% | -7.3% |
| 30D | -4.0% | +12.4% | -16.4% | -6.5% |
| 3M | -12.2% | +1.0% | -13.2% | -12.6% |
| 6M | -2.2% | +12.1% | -14.3% | -5.0% |
| YTD | +8.9% | +11.6% | -2.7% | +5.6% |
| 1Y | +9.9% | +13.1% | -3.2% | +6.3% |
| 3Y | +32.1% | +1.6% | +30.5% | +28.2% |
| All | +5.7% | -0.3% | +6.0% | +2.1% |
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