-41.6%
CHWY vs KIM
+73.4%
-115.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -13.6% | -1.7% | -11.9% | -13.3% |
| 30D | -8.5% | -3.0% | -5.6% | -8.1% |
| 3M | +8.9% | -8.9% | +17.8% | +10.7% |
| 6M | -20.5% | +2.4% | -22.8% | -20.8% |
| YTD | -38.2% | +18.3% | -56.5% | -40.0% |
| 1Y | -43.3% | +8.2% | -51.4% | -44.1% |
| 3Y | -8.5% | +44.0% | -52.6% | -14.3% |
| 5Y | -72.7% | +37.3% | -110.1% | -74.0% |
| All | -41.6% | +73.4% | -115.0% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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