+187.5%
CHRW vs KEYS
+1,086.4%
-898.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | +4.1% | +2.9% | +1.1% | +3.3% |
| 30D | +1.9% | -1.3% | +3.2% | +2.1% |
| 3M | -21.2% | -0.1% | -21.0% | -21.7% |
| 6M | -16.7% | +17.4% | -34.0% | -21.2% |
| YTD | -5.4% | +62.9% | -68.3% | -19.0% |
| 1Y | +21.2% | +95.7% | -74.6% | -1.7% |
| 3Y | +86.5% | +150.2% | -63.7% | +38.1% |
| 5Y | +93.0% | +83.1% | +9.9% | +53.2% |
| 10Y | +174.5% | +1,020.9% | -846.4% | +35.2% |
| All | +187.5% | +1,086.4% | -898.9% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling