+40.0%
CVS vs KR
+129.5%
-89.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -0.1% | +5.1% | -5.1% | -1.2% |
| 3M | -5.2% | -8.2% | +2.9% | -3.6% |
| 6M | +26.9% | -18.0% | +44.9% | +32.3% |
| YTD | +22.1% | -4.8% | +26.8% | +22.4% |
| 1Y | +30.8% | -11.0% | +41.8% | +33.1% |
| 3Y | +54.4% | +37.7% | +16.7% | +39.4% |
| 5Y | +33.4% | +52.8% | -19.4% | +15.2% |
| All | +40.0% | +129.5% | -89.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling