+35.9%
KDP vs CHWY
-35.4%
+71.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +2.1% | -1.9% | +4.0% | +2.2% |
| 30D | +8.5% | -1.1% | +9.6% | +8.5% |
| 3M | +6.6% | +15.5% | -8.9% | +5.8% |
| 6M | +17.1% | -8.5% | +25.6% | +17.2% |
| YTD | +19.0% | -29.6% | +48.6% | +20.5% |
| 1Y | +21.8% | -44.1% | +65.9% | +24.4% |
| 3Y | +6.4% | +1.2% | +5.2% | +4.1% |
| 5Y | +5.1% | -69.4% | +74.5% | +6.7% |
| All | +35.9% | -35.4% | +71.2% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling