+74.6%
CLF vs KWEB
-21.5%
+96.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.4% | -7.8% | +18.2% | +14.0% |
| 30D | +0.6% | -6.4% | +7.0% | +2.8% |
| 3M | +4.1% | -14.6% | +18.7% | +10.5% |
| 6M | +15.1% | -25.0% | +40.1% | +28.6% |
| YTD | -4.7% | -32.7% | +27.9% | +11.3% |
| 1Y | +20.4% | -37.3% | +57.7% | +44.9% |
| 3Y | -23.4% | -5.9% | -17.5% | -24.2% |
| 5Y | -43.3% | -47.1% | +3.8% | -30.6% |
| All | +74.6% | -21.5% | +96.2% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling