-22.5%
KWEB vs CHRW
+183.1%
-205.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -5.6% | +3.5% | -9.0% | -6.4% |
| 30D | -10.7% | +4.6% | -15.3% | -11.7% |
| 3M | -7.4% | -19.7% | +12.3% | -3.2% |
| 6M | -19.3% | -12.4% | -6.9% | -18.0% |
| YTD | -27.8% | -3.9% | -23.9% | -28.9% |
| 1Y | -35.9% | +18.4% | -54.3% | -41.0% |
| 3Y | -1.9% | +88.8% | -90.8% | -23.4% |
| 5Y | -43.2% | +93.5% | -136.7% | -56.6% |
| All | -22.5% | +183.1% | -205.6% | -47.6% |
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 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