+72.2%
KRE vs CHWY
-43.2%
+115.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.4% |
| 7D | -1.8% | -13.6% | +11.8% | -0.4% |
| 30D | -4.5% | -8.5% | +4.0% | -3.8% |
| 3M | +2.7% | +8.9% | -6.2% | +1.6% |
| 6M | +16.9% | -20.5% | +37.3% | +18.8% |
| YTD | +15.4% | -38.2% | +53.5% | +20.0% |
| 1Y | +16.1% | -43.3% | +59.3% | +21.6% |
| 3Y | +85.7% | -8.5% | +94.3% | +81.1% |
| 5Y | +33.3% | -72.7% | +106.0% | +35.5% |
| All | +72.2% | -43.2% | +115.4% | +37.0% |
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