+43.5%
KDP vs CHWY
-28.3%
+71.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.1% | -0.2% | +5.3% |
| 7D | +5.3% | +13.4% | -8.0% | +4.1% |
| 30D | +19.1% | +28.4% | -9.3% | +16.8% |
| 3M | +19.2% | -2.9% | +22.1% | +18.8% |
| 6M | +29.3% | -4.7% | +34.0% | +27.5% |
| YTD | +35.5% | -29.2% | +64.7% | +31.3% |
| 1Y | +43.5% | -30.7% | +74.2% | +39.2% |
| All | +43.5% | -28.3% | +71.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1y: compounded portfolio wealth divided by compounded CHWY 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…
1y analysis · Full analysis span regression · 6 months rolling