+447.7%
KLAC vs CVS
+31.2%
+416.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +6.2% | -1.9% | +8.1% | +6.5% |
| 30D | -5.0% | -0.3% | -4.7% | -5.0% |
| 3M | -14.4% | -1.1% | -13.3% | -14.4% |
| 6M | +28.3% | +23.7% | +4.6% | +24.1% |
| YTD | +51.1% | +23.0% | +28.1% | +45.7% |
| 1Y | +100.4% | +37.2% | +63.2% | +90.1% |
| 3Y | +276.3% | +62.4% | +213.9% | +239.3% |
| All | +447.7% | +31.2% | +416.5% | +429.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling