+242.7%
CLF vs KMX
+391.9%
-149.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.1% | +1.9% | +5.4% |
| 7D | -14.1% | -4.1% | -10.0% | -13.0% |
| 30D | -5.5% | +2.9% | -8.4% | -6.9% |
| 3M | 0.0% | -7.0% | +7.0% | +1.2% |
| 6M | +11.3% | +34.1% | -22.9% | -0.3% |
| YTD | -7.7% | +40.0% | -47.7% | -19.1% |
| 1Y | +17.5% | +67.2% | -49.7% | -2.8% |
| 3Y | -25.4% | -13.4% | -12.0% | -26.4% |
| 5Y | -46.0% | -65.1% | +19.1% | -32.3% |
| 10Y | +80.1% | +6.9% | +73.2% | +64.2% |
| All | +242.7% | +391.9% | -149.2% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling