+88.8%
CHRW vs KEYS
+154.3%
-65.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.6% |
| 7D | +3.5% | +3.5% | 0.0% | +2.7% |
| 30D | +4.6% | -4.5% | +9.1% | +5.5% |
| 3M | -19.7% | -0.4% | -19.3% | -19.9% |
| 6M | -12.4% | +19.1% | -31.5% | -16.8% |
| YTD | -3.9% | +66.7% | -70.6% | -16.7% |
| 1Y | +18.4% | +96.5% | -78.1% | -1.9% |
| 3Y | +88.8% | +155.2% | -66.3% | +39.4% |
| All | +88.8% | +154.3% | -65.5% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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