+72.6%
CHRW vs KEY
+124.5%
-51.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -9.4% | +6.9% | -16.2% | -11.2% |
| 3M | -12.6% | -5.0% | -7.6% | -11.4% |
| 6M | -24.2% | +0.7% | -24.9% | -24.5% |
| YTD | -18.9% | +6.5% | -25.3% | -20.2% |
| 1Y | -13.7% | +22.6% | -36.3% | -18.1% |
| 3Y | +72.6% | +125.3% | -52.8% | +32.2% |
| All | +72.6% | +124.5% | -51.9% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling