+59.7%
CHRW vs KRMN
+14.6%
+45.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | +4.4% | -15.1% | +19.5% | +5.5% |
| 30D | +5.5% | -44.5% | +50.0% | +9.8% |
| 3M | -17.3% | -25.0% | +7.8% | -16.1% |
| 6M | -12.7% | -66.5% | +53.9% | -5.4% |
| YTD | -4.1% | -53.0% | +48.9% | -0.7% |
| 1Y | +21.2% | -44.7% | +66.0% | +22.3% |
| All | +59.7% | +14.6% | +45.1% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling