+4,350.0%
CHRW vs KNX
+2,316.0%
+2,034.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +1.1% |
| 7D | +4.1% | +2.3% | +1.7% | +3.2% |
| 30D | +1.9% | +0.5% | +1.4% | +1.5% |
| 3M | -21.2% | -14.1% | -7.0% | -17.3% |
| 6M | -16.7% | +19.8% | -36.4% | -21.8% |
| YTD | -5.4% | +32.7% | -38.1% | -14.3% |
| 1Y | +21.2% | +62.3% | -41.1% | +1.9% |
| 3Y | +86.5% | +36.8% | +49.6% | +61.8% |
| 5Y | +93.0% | +41.8% | +51.3% | +64.1% |
| 10Y | +174.5% | +169.7% | +4.8% | +79.2% |
| All | +4,350.0% | +2,316.0% | +2,034.0% | +1,626.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling