+3,607.0%
CHRW vs KIM
+835.4%
+2,771.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +0.6% | +4.1% | -3.5% | -0.5% |
| 30D | -7.3% | +16.8% | -24.1% | -11.2% |
| 3M | -14.2% | +5.7% | -19.9% | -15.5% |
| 6M | -25.1% | +9.7% | -34.8% | -27.0% |
| YTD | -21.2% | +30.2% | -51.4% | -26.8% |
| 1Y | -14.2% | +32.1% | -46.3% | -20.7% |
| 3Y | +63.5% | +58.6% | +4.9% | +42.6% |
| 5Y | +49.6% | +31.2% | +18.4% | +35.7% |
| 10Y | +129.4% | +66.7% | +62.7% | +77.0% |
| All | +3,607.0% | +835.4% | +2,771.6% | +1,169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling