+127.6%
CLF vs KMX
+3.6%
+124.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.4% |
| 7D | -2.7% | -1.9% | -0.8% | -1.8% |
| 30D | -3.2% | +2.6% | -5.8% | -4.7% |
| 3M | -5.0% | +25.6% | -30.5% | -16.4% |
| 6M | +26.6% | +41.9% | -15.3% | +3.0% |
| YTD | -9.0% | +56.0% | -65.0% | -29.8% |
| 1Y | +11.8% | -1.8% | +13.6% | +4.7% |
| 3Y | -15.1% | -25.7% | +10.6% | -10.6% |
| 5Y | -48.2% | -54.7% | +6.5% | -33.0% |
| 10Y | +127.6% | +9.2% | +118.4% | +44.9% |
| All | +127.6% | +3.6% | +124.0% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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