+20.2%
CLF vs KWEB
-34.1%
+54.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.5% | -13.7% | -11.1% |
| 7D | -7.9% | +5.8% | -13.7% | -10.5% |
| 30D | +5.2% | -1.0% | +6.2% | +5.8% |
| 3M | +4.3% | -15.8% | +20.1% | +13.6% |
| 6M | +25.3% | -14.9% | +40.2% | +37.1% |
| YTD | -3.3% | -28.6% | +25.3% | +18.0% |
| 1Y | +20.2% | -33.9% | +54.2% | +51.3% |
| All | +20.2% | -34.1% | +54.3% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling