+121.9%
KRE vs CHRW
+183.1%
-61.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.8% | +3.5% | -5.3% | -3.0% |
| 30D | -4.5% | +4.6% | -9.1% | -6.1% |
| 3M | +2.7% | -19.7% | +22.5% | +9.7% |
| 6M | +16.9% | -12.4% | +29.3% | +19.9% |
| YTD | +15.4% | -3.9% | +19.3% | +13.0% |
| 1Y | +16.1% | +18.4% | -2.3% | +3.5% |
| 3Y | +85.7% | +88.8% | -3.1% | +30.8% |
| 5Y | +33.3% | +93.5% | -60.3% | -11.0% |
| All | +121.9% | +183.1% | -61.2% | +15.8% |
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