+294.5%
KEEL vs CHWY
-34.0%
+328.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.0% | +6.8% | +5.0% |
| 7D | +2.9% | -13.6% | +16.5% | +8.7% |
| 30D | +0.8% | -8.5% | +9.4% | +3.4% |
| 3M | -35.3% | +8.9% | -44.2% | -39.6% |
| 6M | +59.4% | -20.5% | +79.8% | +66.8% |
| YTD | +51.9% | -38.2% | +90.1% | +77.3% |
| 1Y | +75.0% | -43.3% | +118.3% | +110.1% |
| 3Y | +224.5% | -8.5% | +233.1% | +181.2% |
| 5Y | -35.9% | -72.7% | +36.8% | -12.2% |
| All | +294.5% | -34.0% | +328.5% | +258.4% |
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