-7.1%
KMB vs CHWY
-43.2%
+36.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | -6.5% | -13.6% | +7.1% | -6.0% |
| 30D | -8.8% | -8.5% | -0.3% | -8.5% |
| 3M | -2.2% | +8.9% | -11.1% | -2.4% |
| 6M | +0.7% | -20.5% | +21.1% | +1.2% |
| YTD | +1.0% | -38.2% | +39.2% | +2.3% |
| 1Y | -20.3% | -43.3% | +22.9% | -19.1% |
| 3Y | -13.3% | -8.5% | -4.7% | -13.9% |
| 5Y | -12.9% | -72.7% | +59.8% | -11.6% |
| All | -7.1% | -43.2% | +36.2% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling