+16.6%
KRE vs CHRW
+16.7%
-0.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +1.3% | -1.8% | +3.1% | +1.6% |
| 30D | -2.7% | -3.9% | +1.2% | -2.2% |
| 3M | +8.2% | -19.7% | +27.9% | +11.1% |
| 6M | +12.8% | -21.7% | +34.5% | +16.0% |
| YTD | +17.5% | -7.5% | +25.0% | +17.4% |
| 1Y | +16.6% | +17.3% | -0.7% | +11.3% |
| All | +16.6% | +16.7% | -0.2% | +11.3% |
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 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