+92.0%
CHRW vs KNX
+37.6%
+54.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.8% |
| 7D | +3.5% | -5.6% | +9.1% | +5.7% |
| 30D | +4.6% | -4.4% | +9.0% | +6.2% |
| 3M | -19.7% | -17.3% | -2.4% | -14.0% |
| 6M | -12.4% | +22.6% | -35.0% | -19.3% |
| YTD | -3.9% | +31.1% | -35.0% | -13.9% |
| 1Y | +18.4% | +60.2% | -41.8% | -2.7% |
| 3Y | +88.8% | +35.8% | +53.1% | +59.5% |
| All | +92.0% | +37.6% | +54.4% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling