-17.0%
CHRW vs KMX
+40.4%
-57.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.1% |
| 7D | +7.3% | +3.4% | +3.9% | +6.8% |
| 30D | -3.6% | +6.8% | -10.4% | -4.5% |
| 3M | -9.6% | -11.4% | +1.8% | -9.1% |
| 6M | -17.0% | +43.6% | -60.6% | -13.9% |
| All | -17.0% | +40.4% | -57.4% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling