-25.1%
KORU vs CHWY
-31.6%
+6.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -1.7% | -35.7% | -37.9% |
| 7D | -48.7% | +10.4% | -59.1% | -47.0% |
| 30D | -68.9% | +26.8% | -95.7% | -66.9% |
| 3M | -64.6% | -4.3% | -60.3% | -62.9% |
| 6M | -82.2% | -6.3% | -75.9% | -79.9% |
| YTD | -28.1% | -30.4% | +2.3% | -12.5% |
| 1Y | -25.1% | -30.5% | +5.3% | -6.9% |
| All | -25.1% | -31.6% | +6.5% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling