-6.5%
KMB vs CHWY
-42.4%
+35.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.8% | +6.7% | -3.7% |
| 7D | -8.6% | -14.1% | +5.5% | -8.1% |
| 30D | -7.5% | -8.1% | +0.6% | -7.3% |
| 3M | -0.6% | +1.7% | -2.3% | -0.7% |
| 6M | -1.5% | -20.7% | +19.1% | -1.0% |
| YTD | +1.6% | -37.2% | +38.8% | +2.8% |
| 1Y | -20.8% | -50.7% | +29.9% | -19.3% |
| 3Y | -12.4% | -9.7% | -2.6% | -13.0% |
| 5Y | -12.9% | -72.9% | +60.0% | -11.5% |
| All | -6.5% | -42.4% | +35.8% | -18.5% |
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