+33.1%
CVS vs KR
+48.3%
-15.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -2.0% | -2.7% | +0.7% | -1.4% |
| 30D | +1.9% | +1.9% | 0.0% | +1.5% |
| 3M | -2.2% | -11.0% | +8.9% | -0.1% |
| 6M | +26.7% | -20.2% | +46.9% | +32.0% |
| YTD | +22.9% | -7.3% | +30.2% | +23.7% |
| 1Y | +32.9% | -13.1% | +46.0% | +35.4% |
| 3Y | +62.3% | +29.7% | +32.6% | +49.8% |
| All | +33.1% | +48.3% | -15.2% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling