+1,878.9%
CVS vs KR
+4,322.8%
-2,443.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -1.9% | -3.1% | +1.2% | -1.2% |
| 30D | -0.3% | +0.6% | -0.9% | -0.5% |
| 3M | -1.1% | -9.8% | +8.7% | +1.1% |
| 6M | +23.7% | -22.1% | +45.8% | +30.9% |
| YTD | +23.0% | -8.1% | +31.1% | +24.6% |
| 1Y | +37.2% | -14.7% | +51.8% | +41.1% |
| 3Y | +62.4% | +28.6% | +33.9% | +49.3% |
| 5Y | +31.8% | +36.4% | -4.5% | +17.3% |
| 10Y | +41.9% | +120.8% | -78.9% | +6.8% |
| All | +1,878.9% | +4,322.8% | -2,443.8% | +640.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling