+97.5%
KTOS vs CHWY
-72.6%
+170.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | 0.0% |
| 7D | -2.4% | -13.6% | +11.2% | +0.5% |
| 30D | -26.8% | -8.5% | -18.3% | -25.7% |
| 3M | -20.6% | +8.9% | -29.5% | -22.7% |
| 6M | -47.5% | -20.5% | -27.0% | -45.6% |
| YTD | -38.5% | -38.2% | -0.3% | -33.0% |
| 1Y | -31.0% | -43.3% | +12.3% | -23.7% |
| 3Y | +216.5% | -8.5% | +225.1% | +199.6% |
| All | +97.5% | -72.6% | +170.2% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling