+55.6%
CHRW vs KMX
-64.7%
+120.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | +1.5% | -4.9% | -3.7% |
| 30D | -9.4% | +3.0% | -12.4% | -10.0% |
| 3M | -12.6% | -7.8% | -4.8% | -11.6% |
| 6M | -24.2% | +34.3% | -58.5% | -29.1% |
| YTD | -18.9% | +40.2% | -59.1% | -25.1% |
| 1Y | -13.7% | +63.0% | -76.7% | -22.6% |
| 3Y | +72.6% | -14.5% | +87.1% | +68.7% |
| 5Y | +55.6% | -64.3% | +119.9% | +70.5% |
| All | +55.6% | -64.7% | +120.2% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling