+98.2%
CL vs KWEB
+28.2%
+70.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.6% |
| 7D | -2.2% | -1.0% | -1.2% | -2.1% |
| 30D | -4.8% | -8.7% | +3.9% | -4.4% |
| 3M | +4.9% | -4.0% | +8.9% | +5.1% |
| 6M | -5.7% | -13.1% | +7.4% | -5.2% |
| YTD | +14.4% | -23.5% | +37.9% | +15.6% |
| 1Y | +8.7% | -27.2% | +35.9% | +10.1% |
| 3Y | +30.0% | -2.1% | +32.1% | +28.9% |
| 5Y | +28.4% | -40.8% | +69.1% | +30.9% |
| 10Y | +50.1% | -17.5% | +67.5% | +38.1% |
| All | +98.2% | +28.2% | +70.0% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling