+79.2%
KEY vs CHWY
-35.4%
+114.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.6% |
| 7D | +2.7% | -1.9% | +4.6% | +3.0% |
| 30D | -3.2% | -1.1% | -2.1% | -3.2% |
| 3M | +1.0% | +15.5% | -14.5% | -1.0% |
| 6M | +11.9% | -8.5% | +20.4% | +12.3% |
| YTD | +8.7% | -29.6% | +38.3% | +12.2% |
| 1Y | +18.5% | -44.1% | +62.6% | +25.1% |
| 3Y | +124.0% | +1.2% | +122.7% | +115.2% |
| 5Y | +40.8% | -69.4% | +110.2% | +42.9% |
| All | +79.2% | -35.4% | +114.6% | +35.8% |
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 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