+124.6%
CLF vs KWEB
-19.7%
+144.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.7% |
| 7D | -3.5% | -5.6% | +2.0% | -1.2% |
| 30D | -1.6% | -10.7% | +9.1% | +3.2% |
| 3M | -12.0% | -7.4% | -4.6% | -9.6% |
| 6M | +30.0% | -19.3% | +49.3% | +41.8% |
| YTD | -9.2% | -27.8% | +18.6% | +3.7% |
| 1Y | +2.3% | -35.9% | +38.2% | +23.2% |
| 3Y | -14.4% | -1.9% | -12.5% | -16.4% |
| 5Y | -48.3% | -43.2% | -5.1% | -39.0% |
| All | +124.6% | -19.7% | +144.3% | +83.8% |
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