+149.4%
KORU vs CHWY
-43.2%
+192.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.0% | +12.0% | +9.7% |
| 7D | -1.7% | -13.6% | +11.9% | +1.3% |
| 30D | +13.5% | -8.5% | +22.1% | +15.0% |
| 3M | -45.2% | +8.9% | -54.1% | -47.5% |
| 6M | +17.1% | -20.5% | +37.6% | +20.4% |
| YTD | +154.1% | -38.2% | +192.3% | +177.6% |
| 1Y | +375.7% | -43.3% | +418.9% | +427.0% |
| 3Y | +474.0% | -8.5% | +482.6% | +433.5% |
| 5Y | +60.4% | -72.7% | +133.2% | +81.1% |
| All | +149.4% | -43.2% | +192.6% | +123.5% |
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