+128.7%
CHRW vs KGC
+662.9%
-534.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | -4.3% | -8.8% | +4.5% | -3.9% |
| 3M | -7.4% | -21.1% | +13.7% | -6.5% |
| 6M | -20.7% | -32.3% | +11.6% | -19.4% |
| YTD | -15.9% | -23.5% | +7.6% | -15.2% |
| 1Y | -9.9% | -15.0% | +5.1% | -9.7% |
| 3Y | +79.0% | +327.5% | -248.6% | +64.3% |
| 5Y | +61.3% | +244.3% | -183.0% | +46.8% |
| All | +128.7% | +662.9% | -534.2% | +111.9% |
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