+3,875.0%
CHRW vs KMX
+549.6%
+3,325.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | +4.7% | 0.0% | +4.8% | +4.7% |
| 30D | -2.6% | +3.5% | -6.1% | -3.2% |
| 3M | -8.0% | -10.4% | +2.4% | -6.6% |
| 6M | -19.0% | +37.6% | -56.6% | -23.5% |
| YTD | -15.5% | +36.1% | -51.5% | -20.3% |
| 1Y | -10.8% | +52.8% | -63.6% | -17.5% |
| 3Y | +79.8% | -17.0% | +96.8% | +78.2% |
| 5Y | +59.3% | -64.7% | +123.9% | +75.3% |
| 10Y | +129.6% | -4.0% | +133.6% | +109.1% |
| All | +3,875.0% | +549.6% | +3,325.3% | +3,375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling