+1,681.4%
CVS vs KMB
+1,952.1%
-270.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.6% | +0.5% |
| 7D | -3.7% | +3.4% | -7.1% | -5.2% |
| 30D | -0.3% | +14.7% | -15.0% | -5.7% |
| 3M | -10.3% | +3.3% | -13.6% | -11.8% |
| 6M | -4.6% | +16.8% | -21.4% | -10.9% |
| YTD | +10.7% | +15.2% | -4.5% | +3.5% |
| 1Y | +11.2% | +13.3% | -2.1% | +4.7% |
| 3Y | +43.0% | +5.4% | +37.6% | +35.4% |
| 5Y | +8.6% | +2.7% | +5.9% | +2.9% |
| 10Y | +52.0% | +38.7% | +13.3% | +25.0% |
| All | +1,681.4% | +1,952.1% | -270.6% | +397.4% |
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