+13.6%
CLF vs KIM
+31.1%
-17.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -19.6% | +4.1% | -23.7% | -19.3% |
| 30D | -5.0% | +16.8% | -21.8% | -4.9% |
| 3M | -6.3% | +5.7% | -12.0% | -4.5% |
| 6M | +2.8% | +9.7% | -6.9% | +1.5% |
| YTD | -13.7% | +30.2% | -43.9% | -18.0% |
| 1Y | +13.6% | +32.1% | -18.5% | +6.9% |
| All | +13.6% | +31.1% | -17.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling