+12.9%
CVS vs KMX
-65.0%
+77.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +3.3% | +3.5% | -0.2% | +2.6% |
| 3M | -4.5% | -10.4% | +5.9% | -3.6% |
| 6M | -4.4% | +37.6% | -42.0% | -8.6% |
| YTD | +16.6% | +36.1% | -19.5% | +10.5% |
| 1Y | +15.3% | +52.8% | -37.5% | +7.5% |
| 3Y | +48.6% | -17.0% | +65.6% | +47.9% |
| 5Y | +12.9% | -64.7% | +77.5% | +20.8% |
| All | +12.9% | -65.0% | +77.9% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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