+453.4%
CLF vs KIM
+3,337.3%
-2,884.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -9.1% | +2.8% | -11.8% | -10.6% |
| 30D | -0.9% | +15.9% | -16.8% | -9.6% |
| 3M | +3.0% | +7.8% | -4.8% | -2.3% |
| 6M | +16.7% | +11.9% | +4.8% | +7.8% |
| YTD | -3.2% | +31.0% | -34.2% | -18.6% |
| 1Y | +24.6% | +32.3% | -7.7% | +4.1% |
| 3Y | -22.3% | +65.5% | -87.8% | -43.4% |
| 5Y | -41.2% | +37.2% | -78.4% | -52.3% |
| 10Y | +83.5% | +63.9% | +19.6% | +22.3% |
| All | +453.4% | +3,337.3% | -2,884.0% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling