-47.8%
CLF vs KMX
-50.1%
+2.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +7.6% | +1.9% | +5.7% | +6.8% |
| 30D | -1.2% | +11.7% | -12.9% | -5.3% |
| 3M | -13.4% | +34.9% | -48.3% | -23.2% |
| 6M | +15.4% | +50.3% | -34.8% | -2.9% |
| YTD | -5.9% | +63.8% | -69.7% | -23.4% |
| 1Y | +18.8% | +3.8% | +15.0% | +11.9% |
| 3Y | -19.4% | -24.3% | +4.9% | -15.1% |
| All | -47.8% | -50.1% | +2.3% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling