+80.4%
CLF vs KR
+155.5%
-75.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +16.0% | +0.5% | +15.4% | +15.9% |
| 30D | +1.6% | +14.9% | -13.3% | -0.4% |
| 3M | +6.7% | +25.4% | -18.7% | +3.0% |
| 6M | +21.1% | +9.3% | +11.8% | +19.0% |
| YTD | -1.6% | +13.7% | -15.2% | -4.9% |
| 1Y | +18.5% | +9.2% | +9.3% | +15.3% |
| 3Y | -21.0% | +70.1% | -91.1% | -32.8% |
| 5Y | -41.4% | +82.5% | -123.9% | -50.8% |
| All | +80.4% | +155.5% | -75.1% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling