+60.1%
CHRW vs KRMN
+17.6%
+42.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.1% |
| 7D | +3.5% | -11.8% | +15.2% | +4.3% |
| 30D | +4.6% | -43.0% | +47.6% | +8.6% |
| 3M | -19.7% | -28.8% | +9.1% | -18.2% |
| 6M | -12.4% | -66.3% | +53.9% | -5.1% |
| YTD | -3.9% | -51.8% | +47.9% | -0.6% |
| 1Y | +18.4% | -44.7% | +63.1% | +19.6% |
| All | +60.1% | +17.6% | +42.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 10y: compounded portfolio wealth divided by compounded KRMN 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…
10y analysis · Full analysis span regression · 6 months rolling