+83.8%
KRE vs CHRW
+128.6%
-44.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.7% | +7.3% | -6.5% | -1.7% |
| 30D | +6.1% | -3.6% | +9.7% | +7.0% |
| 3M | -5.9% | -9.6% | +3.7% | -3.5% |
| 6M | +9.6% | -17.0% | +26.6% | +13.9% |
| YTD | +14.2% | -15.4% | +29.6% | +15.9% |
| 1Y | +22.5% | -10.0% | +32.5% | +21.3% |
| 3Y | +90.4% | +82.2% | +8.2% | +33.6% |
| 5Y | +11.9% | +59.4% | -47.5% | -19.4% |
| All | +83.8% | +128.6% | -44.8% | +5.3% |
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 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