+149.8%
KRE vs CHRW
+308.7%
-158.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.3% | -3.4% | +3.7% | +1.9% |
| 30D | +5.9% | -9.4% | +15.3% | +10.3% |
| 3M | -3.3% | -12.6% | +9.3% | +1.6% |
| 6M | +5.8% | -24.2% | +30.0% | +16.5% |
| YTD | +14.7% | -18.9% | +33.6% | +19.4% |
| 1Y | +22.0% | -13.7% | +35.7% | +23.0% |
| 3Y | +91.6% | +72.6% | +19.0% | +25.7% |
| 5Y | +13.0% | +55.6% | -42.6% | -25.0% |
| 10Y | +94.0% | +122.7% | -28.8% | -1.4% |
| All | +149.8% | +308.7% | -158.9% | -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 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