+57.3%
CHRW vs KRMN
+32.3%
+25.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +1.9% | -3.4% | +5.3% | +2.2% |
| 30D | +0.9% | -31.8% | +32.8% | +3.6% |
| 3M | -19.9% | -20.0% | +0.2% | -19.0% |
| 6M | -15.8% | -60.5% | +44.7% | -9.8% |
| YTD | -5.6% | -45.8% | +40.2% | -3.1% |
| 1Y | +21.0% | -36.4% | +57.4% | +21.0% |
| All | +57.3% | +32.3% | +25.0% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling