+16.8%
KHC vs CHWY
-42.4%
+59.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.8% | +9.7% | -0.8% |
| 7D | -4.8% | -14.1% | +9.4% | -4.3% |
| 30D | +0.3% | -8.1% | +8.4% | +0.6% |
| 3M | +6.7% | +1.7% | +5.0% | +6.6% |
| 6M | +4.2% | -20.7% | +24.8% | +4.7% |
| YTD | +6.7% | -37.2% | +44.0% | +8.0% |
| 1Y | -1.4% | -50.7% | +49.3% | +0.3% |
| 3Y | -11.8% | -9.7% | -2.0% | -12.5% |
| 5Y | -13.4% | -72.9% | +59.6% | -10.3% |
| All | +16.8% | -42.4% | +59.2% | -10.9% |
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