+86.0%
CHRW vs KMX
-25.6%
+111.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.4% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +0.9% | +4.1% | -3.2% | +0.2% |
| 3M | -19.9% | +27.5% | -47.4% | -23.6% |
| 6M | -15.8% | +43.6% | -59.4% | -22.0% |
| YTD | -5.6% | +56.8% | -62.3% | -13.4% |
| 1Y | +21.0% | -1.3% | +22.4% | +18.1% |
| 3Y | +86.0% | -25.4% | +111.4% | +81.1% |
| All | +86.0% | -25.6% | +111.6% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling