+29.6%
CL vs KWEB
+2.7%
+26.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | -5.2% | -11.5% | +6.3% | -5.1% |
| 3M | +3.3% | -2.9% | +6.2% | +3.4% |
| 6M | -4.4% | -14.6% | +10.3% | -4.2% |
| YTD | +13.9% | -25.5% | +39.4% | +13.9% |
| 1Y | +7.6% | -31.1% | +38.7% | +7.6% |
| 3Y | +29.6% | +3.0% | +26.6% | +29.2% |
| All | +29.6% | +2.7% | +26.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling