+169.3%
CHRW vs KIM
+29.1%
+140.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | +0.9% | -1.7% | +2.6% | +1.3% |
| 3M | -19.9% | -0.8% | -19.1% | -19.7% |
| 6M | -15.8% | +4.4% | -20.2% | -16.5% |
| YTD | -5.6% | +21.2% | -26.8% | -9.3% |
| 1Y | +21.0% | +10.5% | +10.5% | +18.4% |
| 3Y | +86.0% | +47.5% | +38.5% | +71.1% |
| 5Y | +88.6% | +37.1% | +51.5% | +75.0% |
| 10Y | +169.3% | +29.5% | +139.8% | +147.6% |
| All | +169.3% | +29.1% | +140.2% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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