+155.8%
KRE vs CHRW
+367.7%
-212.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | 0.0% |
| 7D | +1.3% | -1.4% | +2.7% | +2.0% |
| 30D | -2.7% | -3.5% | +0.8% | -1.3% |
| 3M | +8.2% | -19.4% | +27.6% | +17.6% |
| 6M | +12.8% | -21.4% | +34.2% | +22.9% |
| YTD | +17.5% | -7.1% | +24.6% | +16.2% |
| 1Y | +16.6% | +17.8% | -1.2% | +0.4% |
| 3Y | +79.5% | +78.8% | +0.7% | +18.0% |
| 5Y | +32.4% | +83.5% | -51.1% | -18.1% |
| 10Y | +124.1% | +160.2% | -36.1% | +6.9% |
| All | +155.8% | +367.7% | -212.0% | -18.1% |
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