+1,760.0%
CVS vs KMB
+1,930.6%
-170.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.5% | +4.8% |
| 7D | -2.6% | +6.0% | -8.7% | -5.0% |
| 30D | +4.0% | +13.5% | -9.4% | -1.2% |
| 3M | -6.3% | +3.8% | -10.1% | -8.1% |
| 6M | -0.4% | +15.6% | -16.0% | -6.6% |
| YTD | +15.6% | +14.0% | +1.6% | +8.5% |
| 1Y | +18.3% | +12.9% | +5.4% | +11.4% |
| 3Y | +47.3% | +3.7% | +43.6% | +40.3% |
| 5Y | +13.2% | -0.1% | +13.2% | +8.3% |
| 10Y | +57.2% | +41.1% | +16.0% | +28.3% |
| All | +1,760.0% | +1,930.6% | -170.6% | +421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling