+10.6%
KR vs CLX
-6.5%
+17.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +2.3% |
| 7D | +6.1% | +14.2% | -8.1% | +3.9% |
| 30D | +17.3% | +22.7% | -5.3% | +13.8% |
| 3M | +20.2% | -2.8% | +22.9% | +20.3% |
| 6M | +3.3% | +17.7% | -14.3% | +1.3% |
| YTD | +12.3% | +3.3% | +8.9% | +10.8% |
| 1Y | +10.6% | -5.6% | +16.3% | +9.3% |
| All | +10.6% | -6.5% | +17.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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