+1,980.9%
CLS vs KR
+85.1%
+1,895.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.0% |
| 7D | +16.3% | +4.6% | +11.7% | +17.6% |
| 30D | -25.7% | +12.2% | -37.9% | -23.1% |
| 3M | -30.9% | +24.6% | -55.4% | -26.6% |
| 6M | -35.5% | +8.2% | -43.7% | -32.7% |
| YTD | -18.7% | +15.3% | -34.0% | -14.5% |
| 1Y | -17.9% | +9.8% | -27.7% | -14.0% |
| 3Y | +838.1% | +71.4% | +766.7% | +840.0% |
| All | +1,980.9% | +85.1% | +1,895.8% | +1,880.8% |
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