-48.2%
CLF vs KR
+36.6%
-84.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -2.7% | -3.1% | +0.4% | -2.4% |
| 30D | -3.2% | +0.6% | -3.8% | -3.3% |
| 3M | -5.0% | -9.8% | +4.8% | -4.0% |
| 6M | +26.6% | -22.1% | +48.7% | +29.9% |
| YTD | -9.0% | -8.1% | -0.9% | -9.9% |
| 1Y | +11.8% | -14.7% | +26.5% | +12.3% |
| 3Y | -15.1% | +28.6% | -43.7% | -29.3% |
| 5Y | -48.2% | +36.4% | -84.6% | -59.0% |
| All | -48.2% | +36.6% | -84.8% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling