+909.4%
KR vs CHRW
+4,244.2%
-3,334.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.7% |
| 7D | -1.3% | +1.9% | -3.2% | -1.7% |
| 30D | +1.5% | +0.9% | +0.6% | +1.3% |
| 3M | -8.5% | -19.9% | +11.3% | -5.3% |
| 6M | -21.9% | -15.8% | -6.1% | -20.2% |
| YTD | -6.9% | -5.6% | -1.3% | -7.7% |
| 1Y | -14.0% | +21.0% | -35.0% | -19.5% |
| 3Y | +30.3% | +86.0% | -55.7% | +8.9% |
| 5Y | +37.7% | +88.6% | -50.9% | +13.3% |
| 10Y | +125.2% | +169.3% | -44.1% | +66.3% |
| All | +909.4% | +4,244.2% | -3,334.8% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling