+127.0%
CHRW vs KEY
+121.9%
+5.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.3% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -9.4% | +7.2% | -16.6% | -10.8% |
| 3M | -13.3% | -4.9% | -8.4% | -12.3% |
| 6M | -24.2% | +1.1% | -25.2% | -24.5% |
| YTD | -18.9% | +6.8% | -25.7% | -20.0% |
| 1Y | -12.4% | +23.3% | -35.7% | -16.2% |
| 3Y | +72.2% | +126.1% | -53.8% | +42.7% |
| 5Y | +53.4% | +15.2% | +38.2% | +40.7% |
| 10Y | +127.0% | +113.6% | +13.4% | +81.0% |
| All | +127.0% | +121.9% | +5.1% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling