+4,266.9%
CHRW vs KEY
+88.1%
+4,178.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | +2.2% | -3.6% | -1.9% |
| 30D | -3.5% | -3.0% | -0.4% | -2.8% |
| 3M | -19.4% | +3.3% | -22.7% | -20.1% |
| 6M | -21.4% | +9.2% | -30.6% | -23.0% |
| YTD | -7.1% | +10.6% | -17.8% | -9.2% |
| 1Y | +17.8% | +20.4% | -2.6% | +12.9% |
| 3Y | +78.8% | +121.8% | -43.1% | +46.1% |
| 5Y | +83.5% | +41.1% | +42.4% | +59.4% |
| 10Y | +160.2% | +168.5% | -8.3% | +80.5% |
| All | +4,266.9% | +88.1% | +4,178.8% | +2,295.3% |
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