+274.4%
KLAC vs CHWY
-11.7%
+286.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.3% |
| 7D | -2.7% | -13.6% | +10.9% | -1.0% |
| 30D | -13.2% | -8.5% | -4.6% | -12.4% |
| 3M | -25.0% | +8.9% | -33.9% | -26.5% |
| 6M | +23.6% | -20.5% | +44.1% | +26.5% |
| YTD | +49.2% | -38.2% | +87.4% | +58.7% |
| 1Y | +89.3% | -43.3% | +132.6% | +103.5% |
| 3Y | +274.4% | -8.5% | +282.9% | +294.0% |
| All | +274.4% | -11.7% | +286.1% | +294.0% |
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