-24.5%
KVUE vs CHRW
+58.2%
-82.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -5.1% | +3.5% | -8.6% | -5.4% |
| 30D | -6.3% | +4.6% | -10.9% | -6.7% |
| 3M | -0.5% | -19.7% | +19.2% | +0.8% |
| 6M | +3.1% | -12.4% | +15.5% | +3.5% |
| YTD | +6.7% | -3.9% | +10.6% | +5.7% |
| 1Y | -1.1% | +18.4% | -19.5% | -4.4% |
| 3Y | -8.7% | +88.8% | -97.6% | -18.5% |
| All | -24.5% | +58.2% | -82.7% | -31.0% |
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