+85.7%
KLAC vs CVS
+33.2%
+52.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +2.5% | -2.0% | +4.4% | +2.6% |
| 30D | -11.5% | +1.9% | -13.4% | -11.7% |
| 3M | -16.9% | -2.2% | -14.8% | -16.6% |
| 6M | +22.2% | +26.7% | -4.5% | +19.4% |
| YTD | +46.4% | +22.9% | +23.5% | +40.9% |
| All | +85.7% | +33.2% | +52.5% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling