+4,143.0%
KR vs CLX
+2,294.7%
+1,848.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.8% |
| 7D | -3.1% | -4.9% | +1.9% | -1.7% |
| 30D | +0.6% | -15.8% | +16.4% | +5.2% |
| 3M | -9.8% | -7.9% | -1.9% | -8.0% |
| 6M | -22.1% | -19.0% | -3.1% | -18.3% |
| YTD | -8.1% | -7.9% | -0.2% | -7.0% |
| 1Y | -14.7% | -25.4% | +10.7% | -8.8% |
| 3Y | +28.6% | -35.0% | +63.6% | +41.0% |
| 5Y | +36.4% | -36.8% | +73.1% | +48.3% |
| 10Y | +120.8% | -1.4% | +122.2% | +110.9% |
| All | +4,143.0% | +2,294.7% | +1,848.3% | +1,499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling