-17.0%
CLF vs KVUE
-20.4%
+3.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.1% |
| 7D | -3.7% | -6.1% | +2.5% | -4.0% |
| 30D | -4.7% | -5.6% | +0.9% | -4.9% |
| 3M | -4.7% | -0.3% | -4.3% | -4.6% |
| 6M | +24.0% | +1.4% | +22.6% | +24.3% |
| YTD | -10.9% | +6.7% | -17.7% | -10.4% |
| 1Y | +4.0% | +1.0% | +3.1% | +5.1% |
| 3Y | -16.9% | -5.4% | -11.5% | -18.3% |
| All | -17.0% | -20.4% | +3.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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