-27.2%
KWEB vs CHWY
-42.5%
+15.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.2% | +2.1% |
| 7D | -1.0% | +1.7% | -2.7% | -1.2% |
| 30D | -8.7% | -1.5% | -7.2% | -8.6% |
| 3M | -4.0% | +13.6% | -17.6% | -5.7% |
| 6M | -13.1% | -7.3% | -5.9% | -13.1% |
| YTD | -23.5% | -28.4% | +4.9% | -22.8% |
| 1Y | -27.2% | -42.5% | +15.4% | -26.1% |
| All | -27.2% | -42.5% | +15.3% | -26.1% |
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