-8.7%
KVUE vs CHRW
+87.9%
-96.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -6.1% | +4.4% | -10.5% | -6.4% |
| 30D | -5.6% | +5.5% | -11.1% | -6.0% |
| 3M | -0.3% | -17.3% | +16.9% | +0.7% |
| 6M | +1.4% | -12.7% | +14.0% | +1.8% |
| YTD | +6.7% | -4.1% | +10.9% | +5.8% |
| 1Y | +1.0% | +21.2% | -20.3% | -2.6% |
| All | -8.7% | +87.9% | -96.6% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling