-40.7%
CHWY vs KIM
+76.3%
-117.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.8% | -10.0% | -10.7% |
| 7D | -14.1% | -1.0% | -13.2% | -14.0% |
| 30D | -8.1% | -1.1% | -7.1% | -8.0% |
| 3M | +1.7% | -5.3% | +7.0% | +2.7% |
| 6M | -20.7% | +3.9% | -24.6% | -21.2% |
| YTD | -37.2% | +20.3% | -57.5% | -39.3% |
| 1Y | -50.7% | +10.4% | -61.2% | -51.7% |
| 3Y | -9.7% | +46.3% | -56.1% | -15.7% |
| 5Y | -72.9% | +37.6% | -110.5% | -74.2% |
| All | -40.7% | +76.3% | -117.0% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling