+20.2%
CLF vs KR
+10.2%
+10.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.2% | -12.4% | -7.9% |
| 7D | -7.9% | +6.1% | -14.0% | -5.6% |
| 30D | +5.2% | +17.3% | -12.1% | +12.1% |
| 3M | +4.3% | +20.2% | -15.9% | +12.2% |
| 6M | +25.3% | +3.3% | +21.9% | +28.4% |
| YTD | -3.3% | +12.3% | -15.6% | -7.3% |
| 1Y | +20.2% | +10.6% | +9.6% | +16.5% |
| All | +20.2% | +10.2% | +10.0% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 1y: compounded portfolio wealth divided by compounded KR 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…
1y analysis · Full analysis span regression · 6 months rolling