+696.9%
CLF vs KR
+4,491.2%
-3,794.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +7.6% | +1.5% | +6.1% | +7.2% |
| 30D | -1.2% | +4.1% | -5.3% | -2.1% |
| 3M | -13.4% | -5.2% | -8.2% | -12.7% |
| 6M | +15.4% | -12.8% | +28.2% | +17.6% |
| YTD | -5.9% | -4.6% | -1.3% | -6.3% |
| 1Y | +18.8% | -11.7% | +30.5% | +20.2% |
| 3Y | -19.4% | +36.3% | -55.7% | -28.1% |
| 5Y | -47.7% | +40.0% | -87.7% | -54.1% |
| 10Y | +130.4% | +122.2% | +8.2% | +72.5% |
| All | +696.9% | +4,491.2% | -3,794.4% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling