+2.3%
CLF vs KWEB
-35.0%
+37.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.5% |
| 7D | -3.5% | -5.6% | +2.0% | +0.3% |
| 30D | -1.6% | -10.7% | +9.1% | +6.2% |
| 3M | -12.0% | -7.4% | -4.6% | -7.8% |
| 6M | +30.0% | -19.3% | +49.3% | +53.0% |
| YTD | -9.2% | -27.8% | +18.6% | +17.7% |
| 1Y | +2.3% | -35.9% | +38.2% | +54.8% |
| All | +2.3% | -35.0% | +37.3% | +54.8% |
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 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