-2.6%
KWEB vs CHRW
+87.9%
-90.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -4.3% | +4.4% | -8.7% | -5.0% |
| 30D | -13.0% | +5.5% | -18.5% | -13.8% |
| 3M | -7.6% | -17.3% | +9.7% | -5.3% |
| 6M | -21.1% | -12.7% | -8.5% | -20.3% |
| YTD | -28.2% | -4.1% | -24.1% | -29.2% |
| 1Y | -34.9% | +21.2% | -56.1% | -39.1% |
| All | -2.6% | +87.9% | -90.4% | -22.3% |
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