-13.0%
KMB vs CHWY
-8.9%
-4.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -7.7% | -12.0% | +4.3% | -7.2% |
| 30D | -8.2% | -6.2% | -2.0% | -7.9% |
| 3M | -1.9% | +5.5% | -7.4% | -2.0% |
| 6M | -0.7% | -17.8% | +17.1% | -0.4% |
| YTD | +1.4% | -36.2% | +37.6% | +2.1% |
| 1Y | -19.1% | -40.0% | +20.8% | -18.5% |
| All | -13.0% | -8.9% | -4.0% | -14.8% |
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