+19.6%
KWEB vs CHRW
+243.8%
-224.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -4.3% | +4.4% | -8.7% | -5.4% |
| 30D | -13.0% | +5.5% | -18.5% | -14.3% |
| 3M | -7.6% | -17.3% | +9.7% | -3.9% |
| 6M | -21.1% | -12.7% | -8.5% | -19.7% |
| YTD | -28.2% | -4.1% | -24.1% | -29.3% |
| 1Y | -34.9% | +21.2% | -56.1% | -40.7% |
| 3Y | -0.8% | +88.9% | -89.7% | -23.2% |
| 5Y | -43.6% | +93.1% | -136.6% | -57.4% |
| 10Y | -21.7% | +178.1% | -199.8% | -50.2% |
| All | +19.6% | +243.8% | -224.2% | -32.1% |
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