+127.0%
CHRW vs KIM
+65.6%
+61.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +0.2% | +2.8% | -2.6% | -0.4% |
| 30D | -9.4% | +16.3% | -25.7% | -12.2% |
| 3M | -13.3% | +6.6% | -19.9% | -14.4% |
| 6M | -24.2% | +12.3% | -36.5% | -25.9% |
| YTD | -18.9% | +31.6% | -50.4% | -23.3% |
| 1Y | -12.4% | +31.5% | -43.9% | -17.2% |
| 3Y | +72.2% | +68.0% | +4.2% | +54.6% |
| 5Y | +53.4% | +38.7% | +14.7% | +41.5% |
| 10Y | +127.0% | +65.7% | +61.2% | +96.0% |
| All | +127.0% | +65.6% | +61.4% | +96.0% |
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