-29.6%
CLS vs KR
+10.2%
-39.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.2% | -12.3% | -6.3% |
| 7D | -21.1% | +6.1% | -27.2% | -16.7% |
| 30D | -38.2% | +17.3% | -55.6% | -28.9% |
| 3M | -36.3% | +20.2% | -56.5% | -25.0% |
| 6M | -43.8% | +3.3% | -47.2% | -38.9% |
| YTD | -20.0% | +12.3% | -32.3% | -8.0% |
| 1Y | -29.6% | +10.6% | -40.2% | -19.2% |
| All | -29.6% | +10.2% | -39.8% | -19.2% |
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