-11.1%
CHRW vs KEEL
-45.0%
+33.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +0.2% |
| 7D | +4.9% | -13.6% | +18.5% | +4.6% |
| 30D | -4.8% | -39.1% | +34.3% | -5.5% |
| 3M | -13.1% | -48.9% | +35.8% | -14.0% |
| 6M | -16.3% | -35.4% | +19.0% | -16.9% |
| YTD | -15.8% | -10.6% | -5.2% | -18.6% |
| 1Y | -11.1% | -45.3% | +34.2% | -12.4% |
| All | -11.1% | -45.0% | +33.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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