+80.1%
CLF vs KMX
+13.6%
+66.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.1% | +1.9% | +4.6% |
| 7D | -14.1% | -4.1% | -10.0% | -12.4% |
| 30D | -5.5% | +2.9% | -8.4% | -7.8% |
| 3M | 0.0% | -7.0% | +7.0% | +1.7% |
| 6M | +11.3% | +34.1% | -22.9% | -7.0% |
| YTD | -7.7% | +40.0% | -47.7% | -26.0% |
| 1Y | +17.5% | +67.2% | -49.7% | -14.4% |
| 3Y | -25.4% | -13.4% | -12.0% | -28.5% |
| 5Y | -46.0% | -65.1% | +19.1% | -18.7% |
| 10Y | +80.1% | +6.9% | +73.2% | +34.7% |
| All | +80.1% | +13.6% | +66.5% | +34.7% |
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