+32.4%
KRE vs CHRW
+89.2%
-56.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.7% |
| 7D | +2.3% | +1.9% | +0.4% | +1.8% |
| 30D | -2.5% | +0.9% | -3.4% | -2.8% |
| 3M | +6.2% | -19.9% | +26.1% | +11.5% |
| 6M | +15.8% | -15.8% | +31.6% | +19.3% |
| YTD | +16.0% | -5.6% | +21.6% | +14.9% |
| 1Y | +16.2% | +21.0% | -4.9% | +6.1% |
| 3Y | +86.4% | +86.0% | +0.4% | +45.3% |
| All | +32.4% | +89.2% | -56.8% | +5.6% |
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