+127.0%
CHRW vs KGC
+496.6%
-369.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.8% |
| 7D | +0.2% | +11.1% | -10.9% | -0.3% |
| 30D | -9.4% | -3.7% | -5.6% | -9.2% |
| 3M | -13.3% | -17.2% | +4.0% | -12.7% |
| 6M | -24.2% | -27.3% | +3.1% | -23.3% |
| YTD | -18.9% | -18.5% | -0.3% | -18.5% |
| 1Y | -12.4% | -5.7% | -6.7% | -12.6% |
| 3Y | +72.2% | +336.5% | -264.2% | +58.6% |
| 5Y | +53.4% | +298.7% | -245.3% | +39.4% |
| 10Y | +127.0% | +538.5% | -411.6% | +110.4% |
| All | +127.0% | +496.6% | -369.6% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling