+78.2%
CHRW vs KEY
+122.6%
-44.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | +2.2% | -3.6% | -2.0% |
| 30D | -3.5% | -3.0% | -0.4% | -2.6% |
| 3M | -19.4% | +3.3% | -22.7% | -20.2% |
| 6M | -21.4% | +9.2% | -30.6% | -23.4% |
| YTD | -7.1% | +10.6% | -17.8% | -9.5% |
| 1Y | +17.8% | +20.4% | -2.6% | +12.4% |
| All | +78.2% | +122.6% | -44.4% | +47.6% |
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