+111.6%
KO vs CHWY
-41.4%
+153.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | -1.1% | -12.0% | +10.9% | -0.8% |
| 30D | +1.6% | -6.2% | +7.7% | +1.7% |
| 3M | +5.8% | +5.5% | +0.2% | +5.6% |
| 6M | +14.3% | -17.8% | +32.1% | +14.6% |
| YTD | +27.3% | -36.2% | +63.5% | +28.4% |
| 1Y | +33.2% | -40.0% | +73.1% | +34.4% |
| 3Y | +64.5% | -8.3% | +72.8% | +63.2% |
| 5Y | +83.1% | -71.9% | +155.0% | +81.8% |
| All | +111.6% | -41.4% | +153.1% | +90.8% |
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 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