+3,616.8%
CLS vs KR
+41.9%
+3,574.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.3% |
| 7D | +5.0% | -2.7% | +7.6% | +4.4% |
| 30D | +4.8% | +1.9% | +2.8% | +5.3% |
| 3M | -10.4% | -11.0% | +0.7% | -11.8% |
| 6M | +20.8% | -20.2% | +41.0% | +17.7% |
| YTD | +10.0% | -7.3% | +17.3% | +9.2% |
| 1Y | +28.5% | -13.1% | +41.6% | +27.0% |
| 3Y | +1,292.2% | +29.7% | +1,262.5% | +1,236.4% |
| 5Y | +3,616.8% | +48.8% | +3,568.0% | +3,207.0% |
| All | +3,616.8% | +41.9% | +3,574.9% | +3,207.0% |
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