-21.9%
KVUE vs CHRW
+55.4%
-77.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.0% |
| 7D | -1.9% | +1.9% | -3.9% | -2.1% |
| 30D | -3.3% | +0.9% | -4.2% | -3.4% |
| 3M | +6.0% | -19.9% | +25.8% | +7.4% |
| 6M | +2.3% | -15.8% | +18.1% | +3.1% |
| YTD | +10.3% | -5.6% | +15.9% | +9.5% |
| 1Y | +4.6% | +21.0% | -16.5% | +0.8% |
| 3Y | -2.2% | +86.0% | -88.2% | -12.6% |
| All | -21.9% | +55.4% | -77.3% | -28.6% |
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 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