+182.3%
KR vs CHWY
-43.2%
+225.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +2.8% |
| 7D | -0.2% | -13.6% | +13.4% | +0.4% |
| 30D | +5.1% | -8.5% | +13.6% | +5.4% |
| 3M | -8.2% | +8.9% | -17.1% | -8.5% |
| 6M | -18.0% | -20.5% | +2.5% | -17.4% |
| YTD | -4.8% | -38.2% | +33.4% | -3.1% |
| 1Y | -11.0% | -43.3% | +32.2% | -9.2% |
| 3Y | +37.7% | -8.5% | +46.2% | +35.1% |
| 5Y | +52.8% | -72.7% | +125.5% | +56.2% |
| All | +182.3% | -43.2% | +225.5% | +142.2% |
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