-72.2%
CHWY vs KIM
+35.9%
-108.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -13.6% | -1.7% | -11.9% | -12.7% |
| 30D | -8.5% | -3.0% | -5.6% | -6.9% |
| 3M | +8.9% | -8.9% | +17.8% | +14.8% |
| 6M | -20.5% | +2.4% | -22.8% | -21.9% |
| YTD | -38.2% | +18.3% | -56.5% | -44.6% |
| 1Y | -43.3% | +8.2% | -51.4% | -46.4% |
| 3Y | -8.5% | +44.0% | -52.6% | -31.2% |
| All | -72.2% | +35.9% | -108.1% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling