+90.1%
KEYS vs CHWY
-72.6%
+162.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.5% |
| 7D | +3.5% | -13.6% | +17.1% | +5.8% |
| 30D | -4.5% | -8.5% | +4.1% | -3.4% |
| 3M | -0.4% | +8.9% | -9.3% | -2.7% |
| 6M | +19.1% | -20.5% | +39.6% | +22.0% |
| YTD | +66.7% | -38.2% | +104.8% | +77.9% |
| 1Y | +96.5% | -43.3% | +139.7% | +112.3% |
| 3Y | +155.2% | -8.5% | +163.7% | +142.3% |
| All | +90.1% | -72.6% | +162.7% | +103.5% |
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