+18.4%
CHRW vs KNX
+65.4%
-47.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.7% |
| 7D | +3.5% | -5.6% | +9.1% | +5.3% |
| 30D | +4.6% | -4.4% | +9.0% | +5.8% |
| 3M | -19.7% | -17.3% | -2.4% | -15.8% |
| 6M | -12.4% | +22.6% | -35.0% | -15.7% |
| YTD | -3.9% | +31.1% | -35.0% | -7.2% |
| 1Y | +18.4% | +60.2% | -41.8% | +13.0% |
| All | +18.4% | +65.4% | -47.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling