+133.4%
KR vs CLX
-3.7%
+137.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.0% |
| 7D | -0.2% | -5.7% | +5.5% | +1.5% |
| 30D | +5.1% | -17.0% | +22.1% | +10.8% |
| 3M | -8.2% | -9.7% | +1.5% | -5.7% |
| 6M | -18.0% | -19.8% | +1.8% | -13.3% |
| YTD | -4.8% | -9.8% | +5.1% | -3.1% |
| 1Y | -11.0% | -26.2% | +15.1% | -3.8% |
| 3Y | +37.7% | -36.2% | +73.8% | +53.9% |
| 5Y | +52.8% | -38.3% | +91.1% | +69.4% |
| All | +133.4% | -3.7% | +137.1% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling