+129.9%
CHRW vs KIM
+63.6%
+66.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +7.3% | +0.1% | +7.2% | +7.3% |
| 30D | -3.6% | +14.1% | -17.7% | -6.2% |
| 3M | -9.6% | +6.0% | -15.6% | -10.7% |
| 6M | -17.0% | +13.2% | -30.2% | -19.1% |
| YTD | -15.4% | +30.4% | -45.8% | -19.9% |
| 1Y | -10.0% | +31.0% | -41.0% | -14.9% |
| 3Y | +82.2% | +67.6% | +14.5% | +63.6% |
| 5Y | +59.4% | +35.8% | +23.6% | +47.6% |
| All | +129.9% | +63.6% | +66.4% | +99.9% |
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