+1,694.3%
KLAC vs CHWY
-43.2%
+1,737.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.6% |
| 7D | -2.7% | -13.6% | +10.9% | +0.4% |
| 30D | -13.2% | -8.5% | -4.6% | -11.8% |
| 3M | -25.0% | +8.9% | -33.9% | -27.4% |
| 6M | +23.6% | -20.5% | +44.1% | +27.4% |
| YTD | +49.2% | -38.2% | +87.4% | +62.8% |
| 1Y | +89.3% | -43.3% | +132.6% | +109.8% |
| 3Y | +274.4% | -8.5% | +282.9% | +247.1% |
| 5Y | +440.9% | -72.7% | +513.7% | +518.1% |
| All | +1,694.3% | -43.2% | +1,737.6% | +1,317.1% |
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