+124.1%
KEY vs CHWY
-8.9%
+133.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -1.8% | -12.0% | +10.3% | -0.3% |
| 30D | -3.3% | -6.2% | +2.9% | -2.8% |
| 3M | -0.2% | +5.5% | -5.7% | -1.3% |
| 6M | +12.1% | -17.8% | +29.9% | +14.1% |
| YTD | +8.4% | -36.2% | +44.6% | +13.7% |
| 1Y | +17.6% | -40.0% | +57.6% | +24.0% |
| All | +124.1% | -8.9% | +133.1% | +113.8% |
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