+249.4%
CLF vs KMX
+475.4%
-225.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +7.6% | +1.9% | +5.7% | +6.9% |
| 30D | -1.2% | +11.7% | -12.9% | -4.7% |
| 3M | -13.4% | +34.9% | -48.3% | -21.7% |
| 6M | +15.4% | +50.3% | -34.8% | 0.0% |
| YTD | -5.9% | +63.8% | -69.7% | -20.7% |
| 1Y | +18.8% | +3.8% | +15.0% | +12.3% |
| 3Y | -19.4% | -24.3% | +4.9% | -16.9% |
| 5Y | -47.7% | -50.2% | +2.5% | -41.1% |
| 10Y | +130.4% | +5.4% | +125.0% | +111.3% |
| All | +249.4% | +475.4% | -225.9% | +115.8% |
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