+4,266.9%
CHRW vs KGC
+134.1%
+4,132.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | -1.4% | -1.3% | -0.1% | -1.4% |
| 30D | -3.5% | +20.3% | -23.7% | -4.2% |
| 3M | -19.4% | +8.1% | -27.5% | -19.8% |
| 6M | -21.4% | -8.8% | -12.6% | -21.3% |
| YTD | -7.1% | +10.1% | -17.2% | -7.8% |
| 1Y | +17.8% | +44.2% | -26.4% | +15.7% |
| 3Y | +78.8% | +533.0% | -454.3% | +65.4% |
| 5Y | +83.5% | +443.0% | -359.5% | +69.5% |
| 10Y | +160.2% | +678.6% | -518.3% | +133.7% |
| All | +4,266.9% | +134.1% | +4,132.8% | +3,897.8% |
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