+3,856.4%
CHRW vs KMX
+565.8%
+3,290.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -0.1% | -2.3% | +2.2% | +0.3% |
| 30D | -4.3% | +6.3% | -10.6% | -5.3% |
| 3M | -7.4% | -7.4% | 0.0% | -6.5% |
| 6M | -20.7% | +37.9% | -58.6% | -25.1% |
| YTD | -15.9% | +39.5% | -55.3% | -21.0% |
| 1Y | -9.9% | +57.9% | -67.7% | -17.1% |
| 3Y | +79.0% | -15.0% | +93.9% | +76.7% |
| 5Y | +61.3% | -64.1% | +125.4% | +77.1% |
| 10Y | +128.5% | -1.6% | +130.2% | +107.3% |
| All | +3,856.4% | +565.8% | +3,290.5% | +3,346.0% |
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