-41.6%
CHWY vs KMX
-26.7%
-14.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.4% |
| 7D | -13.6% | -3.1% | -10.5% | -12.8% |
| 30D | -8.5% | +4.4% | -13.0% | -9.8% |
| 3M | +8.9% | +18.9% | -10.0% | +2.4% |
| 6M | -20.5% | +44.3% | -64.7% | -30.6% |
| YTD | -38.2% | +58.7% | -96.8% | -47.9% |
| 1Y | -43.3% | +0.1% | -43.4% | -45.7% |
| 3Y | -8.5% | -24.4% | +15.9% | -6.8% |
| 5Y | -72.7% | -54.4% | -18.3% | -70.1% |
| All | -41.6% | -26.7% | -14.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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