+83.5%
CLF vs KMX
+6.5%
+77.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.8% |
| 7D | -9.1% | +1.5% | -10.6% | -9.6% |
| 30D | -0.9% | +3.0% | -3.9% | -3.3% |
| 3M | +3.0% | -7.8% | +10.8% | +5.1% |
| 6M | +16.7% | +34.3% | -17.6% | -2.5% |
| YTD | -3.2% | +40.2% | -43.4% | -22.4% |
| 1Y | +24.6% | +63.0% | -38.4% | -8.0% |
| 3Y | -22.3% | -14.5% | -7.8% | -25.0% |
| 5Y | -41.2% | -64.3% | +23.1% | -12.7% |
| 10Y | +83.5% | +2.8% | +80.8% | +34.2% |
| All | +83.5% | +6.5% | +77.0% | +34.2% |
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