+127.3%
KNX vs CHWY
-43.2%
+170.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.1% |
| 7D | -5.6% | -13.6% | +8.0% | -3.8% |
| 30D | -4.4% | -8.5% | +4.1% | -3.5% |
| 3M | -17.3% | +8.9% | -26.2% | -18.6% |
| 6M | +22.6% | -20.5% | +43.1% | +25.4% |
| YTD | +31.1% | -38.2% | +69.3% | +38.3% |
| 1Y | +60.2% | -43.3% | +103.5% | +70.5% |
| 3Y | +35.8% | -8.5% | +44.3% | +31.2% |
| 5Y | +38.9% | -72.7% | +111.7% | +46.4% |
| All | +127.3% | -43.2% | +170.5% | +87.9% |
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