+3,607.0%
CHRW vs KGC
+68.6%
+3,538.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.4% |
| 7D | +0.6% | +10.5% | -9.9% | +0.2% |
| 30D | -7.3% | -4.1% | -3.2% | -7.2% |
| 3M | -14.2% | -13.1% | -1.1% | -13.9% |
| 6M | -25.1% | -27.5% | +2.5% | -24.4% |
| YTD | -21.2% | -20.7% | -0.5% | -20.8% |
| 1Y | -14.2% | -6.1% | -8.1% | -14.3% |
| 3Y | +63.5% | +318.6% | -255.1% | +53.5% |
| 5Y | +49.6% | +289.9% | -240.3% | +39.8% |
| 10Y | +129.4% | +501.8% | -372.5% | +108.1% |
| All | +3,607.0% | +68.6% | +3,538.4% | +3,332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling