+2.4%
KDP vs CHWY
-8.9%
+11.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.0% |
| 7D | -4.3% | -12.0% | +7.7% | -3.8% |
| 30D | +7.8% | -6.2% | +14.0% | +8.1% |
| 3M | -0.1% | +5.5% | -5.6% | -0.3% |
| 6M | +14.0% | -17.8% | +31.8% | +14.4% |
| YTD | +15.1% | -36.2% | +51.3% | +16.5% |
| 1Y | +18.5% | -40.0% | +58.5% | +20.2% |
| All | +2.4% | -8.9% | +11.3% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling