+1,249.5%
CLS vs KR
+30.0%
+1,219.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.1% |
| 7D | +5.0% | -2.7% | +7.6% | +3.7% |
| 30D | +4.8% | +1.9% | +2.8% | +6.0% |
| 3M | -10.4% | -11.0% | +0.7% | -14.2% |
| 6M | +20.8% | -20.2% | +41.0% | +11.9% |
| YTD | +10.0% | -7.3% | +17.3% | +8.6% |
| 1Y | +28.5% | -13.1% | +41.6% | +24.7% |
| All | +1,249.5% | +30.0% | +1,219.5% | +1,291.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling