+4,266.9%
CHRW vs KMX
+682.0%
+3,584.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.9% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | -3.5% | +11.7% | -15.1% | -5.2% |
| 3M | -19.4% | +34.9% | -54.3% | -23.4% |
| 6M | -21.4% | +50.3% | -71.6% | -26.9% |
| YTD | -7.1% | +63.8% | -70.9% | -14.7% |
| 1Y | +17.8% | +3.8% | +14.0% | +14.7% |
| 3Y | +78.8% | -24.3% | +103.1% | +79.6% |
| 5Y | +83.5% | -50.2% | +133.7% | +91.6% |
| 10Y | +160.2% | +5.4% | +154.9% | +133.5% |
| All | +4,266.9% | +682.0% | +3,584.9% | +3,617.4% |
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