+1,907.2%
CVS vs KMB
+1,824.3%
+82.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +4.0% | -3.0% | +7.0% | +5.1% |
| 30D | -2.4% | -5.5% | +3.1% | -0.4% |
| 3M | +2.7% | +14.0% | -11.3% | -2.7% |
| 6M | +21.9% | +4.1% | +17.8% | +19.1% |
| YTD | +24.7% | +8.0% | +16.7% | +20.0% |
| 1Y | +35.4% | -13.7% | +49.2% | +40.8% |
| 3Y | +65.2% | -5.9% | +71.1% | +63.9% |
| 5Y | +30.5% | -8.6% | +39.2% | +29.8% |
| 10Y | +40.4% | +17.3% | +23.1% | +23.4% |
| All | +1,907.2% | +1,824.3% | +82.9% | +476.5% |
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