+39.5%
KEY vs CHWY
-72.6%
+112.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -1.8% | -12.0% | +10.3% | -0.1% |
| 30D | -3.3% | -6.2% | +2.9% | -2.7% |
| 3M | -0.2% | +5.5% | -5.7% | -1.5% |
| 6M | +12.1% | -17.8% | +29.9% | +14.2% |
| YTD | +8.4% | -36.2% | +44.6% | +14.2% |
| 1Y | +17.6% | -40.0% | +57.6% | +24.7% |
| 3Y | +123.3% | -8.3% | +131.6% | +114.4% |
| 5Y | +39.5% | -71.9% | +111.4% | +32.2% |
| All | +39.5% | -72.6% | +112.1% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling