+3,607.0%
CHRW vs KEY
+76.8%
+3,530.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | -7.3% | +5.1% | -12.4% | -8.3% |
| 3M | -14.2% | -7.1% | -7.1% | -12.8% |
| 6M | -25.1% | -4.4% | -20.7% | -24.5% |
| YTD | -21.2% | +4.0% | -25.2% | -21.9% |
| 1Y | -14.2% | +23.4% | -37.6% | -18.2% |
| 3Y | +63.5% | +113.9% | -50.4% | +35.2% |
| 5Y | +49.6% | +12.3% | +37.3% | +37.0% |
| 10Y | +129.4% | +125.5% | +3.9% | +65.8% |
| All | +3,607.0% | +76.8% | +3,530.2% | +1,961.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling