+48.8%
KR vs CHRW
+94.0%
-45.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -2.7% | +4.4% | -7.0% | -3.0% |
| 30D | +1.9% | +5.5% | -3.6% | +1.5% |
| 3M | -11.0% | -17.3% | +6.2% | -10.0% |
| 6M | -20.2% | -12.7% | -7.5% | -19.8% |
| YTD | -7.3% | -4.1% | -3.2% | -8.3% |
| 1Y | -13.1% | +21.2% | -34.3% | -16.7% |
| 3Y | +29.7% | +88.9% | -59.2% | +14.3% |
| 5Y | +48.8% | +93.1% | -44.3% | +34.2% |
| All | +48.8% | +94.0% | -45.2% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling