+177.6%
KEEL vs CHWY
-42.5%
+220.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.8% | +3.6% |
| 7D | +7.8% | +1.7% | +6.0% | +7.8% |
| 30D | -11.7% | -1.5% | -10.2% | -11.4% |
| 3M | -41.5% | +13.6% | -55.1% | -41.4% |
| 6M | +54.9% | -7.3% | +62.2% | +60.9% |
| YTD | +47.7% | -28.4% | +76.1% | +56.7% |
| 1Y | +177.6% | -42.5% | +220.1% | +194.9% |
| All | +177.6% | -42.5% | +220.1% | +194.9% |
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