-11.0%
KR vs CHRW
+21.9%
-32.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | +3.5% | -3.7% | 0.0% |
| 30D | +5.1% | +4.6% | +0.5% | +5.3% |
| 3M | -8.2% | -19.7% | +11.6% | -9.2% |
| 6M | -18.0% | -12.4% | -5.6% | -18.3% |
| YTD | -4.8% | -3.9% | -0.9% | -5.4% |
| 1Y | -11.0% | +18.4% | -29.4% | -11.6% |
| All | -11.0% | +21.9% | -32.9% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling