+111.5%
CHRW vs KEEL
+312.2%
-200.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +1.4% |
| 7D | +1.9% | +21.5% | -19.6% | +1.4% |
| 30D | +0.9% | -3.9% | +4.8% | +0.9% |
| 3M | -19.9% | -34.1% | +14.2% | -19.2% |
| 6M | -15.8% | +82.8% | -98.6% | -18.3% |
| YTD | -5.6% | +58.7% | -64.3% | -8.3% |
| 1Y | +21.0% | +191.4% | -170.4% | +13.9% |
| 3Y | +86.0% | +205.7% | -119.7% | +70.0% |
| 5Y | +88.6% | -37.0% | +125.6% | +74.0% |
| All | +111.5% | +312.2% | -200.7% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling