+3,419.7%
CLS vs KR
+657.8%
+2,761.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +6.0% |
| 7D | +12.8% | -1.3% | +14.1% | +13.0% |
| 30D | +3.8% | +1.5% | +2.3% | +3.4% |
| 3M | -14.6% | -8.5% | -6.1% | -13.7% |
| 6M | +32.2% | -21.9% | +54.1% | +36.7% |
| YTD | +11.6% | -6.9% | +18.5% | +11.3% |
| 1Y | +35.1% | -14.0% | +49.0% | +36.1% |
| 3Y | +1,312.5% | +30.3% | +1,282.2% | +1,170.7% |
| 5Y | +3,542.1% | +37.7% | +3,504.3% | +3,068.0% |
| 10Y | +2,944.0% | +125.2% | +2,818.8% | +2,092.3% |
| All | +3,419.7% | +657.8% | +2,761.9% | +1,415.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling