-48.3%
KEEL vs CHWY
-30.4%
-17.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.1% | -10.2% | -3.5% |
| 7D | -13.6% | +13.4% | -27.0% | -12.5% |
| 30D | -39.1% | +28.4% | -67.6% | -38.4% |
| 3M | -48.9% | -2.9% | -46.0% | -47.7% |
| 6M | -35.4% | -4.7% | -30.7% | -30.9% |
| YTD | -10.6% | -29.2% | +18.6% | +7.0% |
| All | -48.3% | -30.4% | -17.9% | -38.1% |
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