+86.6%
CHRW vs KVYO
-55.5%
+142.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | +3.5% | -12.1% | +15.6% | +4.1% |
| 30D | +4.6% | -5.2% | +9.8% | +4.8% |
| 3M | -19.7% | +14.5% | -34.2% | -20.2% |
| 6M | -12.4% | -17.6% | +5.2% | -12.3% |
| YTD | -3.9% | -49.6% | +45.7% | -2.1% |
| 1Y | +18.4% | -48.6% | +66.9% | +20.3% |
| All | +86.6% | -55.5% | +142.1% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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