+21.0%
CHRW vs KGC
+34.5%
-13.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | +1.9% | +2.4% | -0.5% | +1.7% |
| 30D | +0.9% | +9.2% | -8.3% | -0.1% |
| 3M | -19.9% | +16.7% | -36.6% | -21.3% |
| 6M | -15.8% | -7.0% | -8.8% | -15.4% |
| YTD | -5.6% | +7.5% | -13.1% | -7.5% |
| 1Y | +21.0% | +34.4% | -13.3% | +17.4% |
| All | +21.0% | +34.5% | -13.5% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling