+61.3%
CHRW vs KEY
+14.6%
+46.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -0.1% | -0.5% | +0.5% | +0.1% |
| 30D | -4.3% | +6.7% | -11.0% | -5.7% |
| 3M | -7.4% | -4.6% | -2.8% | -6.5% |
| 6M | -20.7% | +2.6% | -23.3% | -21.3% |
| YTD | -15.9% | +7.0% | -22.8% | -17.0% |
| 1Y | -9.9% | +23.5% | -33.3% | -13.7% |
| 3Y | +79.0% | +126.4% | -47.4% | +50.6% |
| 5Y | +61.3% | +13.0% | +48.3% | +39.4% |
| All | +61.3% | +14.6% | +46.7% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling