+127.3%
KMI vs CHWY
-43.2%
+170.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | -1.7% | -13.6% | +11.9% | -1.2% |
| 30D | -2.7% | -8.5% | +5.8% | -2.4% |
| 3M | -0.7% | +8.9% | -9.6% | -1.2% |
| 6M | -5.0% | -20.5% | +15.5% | -4.3% |
| YTD | +15.5% | -38.2% | +53.6% | +17.5% |
| 1Y | +16.4% | -43.3% | +59.7% | +18.9% |
| 3Y | +114.2% | -8.5% | +122.7% | +111.6% |
| 5Y | +153.3% | -72.7% | +226.0% | +155.1% |
| All | +127.3% | -43.2% | +170.5% | +103.9% |
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