+133.4%
KR vs CHRW
+183.1%
-49.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | +3.5% | -3.7% | -0.6% |
| 30D | +5.1% | +4.6% | +0.5% | +4.5% |
| 3M | -8.2% | -19.7% | +11.6% | -6.1% |
| 6M | -18.0% | -12.4% | -5.6% | -17.3% |
| YTD | -4.8% | -3.9% | -0.9% | -5.9% |
| 1Y | -11.0% | +18.4% | -29.4% | -15.1% |
| 3Y | +37.7% | +88.8% | -51.2% | +19.0% |
| 5Y | +52.8% | +93.5% | -40.8% | +30.4% |
| All | +133.4% | +183.1% | -49.7% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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