+174.5%
CHRW vs KGC
+678.3%
-503.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | +1.9% | +10.5% | -8.6% | +1.3% |
| 3M | -21.2% | +19.8% | -40.9% | -22.0% |
| 6M | -16.7% | -6.7% | -10.0% | -16.7% |
| YTD | -5.4% | +7.8% | -13.1% | -6.1% |
| 1Y | +21.2% | +35.7% | -14.5% | +18.8% |
| 3Y | +86.5% | +553.7% | -467.2% | +68.4% |
| 5Y | +93.0% | +461.7% | -368.7% | +73.0% |
| 10Y | +174.5% | +710.2% | -535.7% | +152.2% |
| All | +174.5% | +678.3% | -503.8% | +152.2% |
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