-48.2%
CLF vs KWEB
-42.3%
-5.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | -2.7% | -3.6% | +0.9% | -1.5% |
| 30D | -3.2% | -14.9% | +11.7% | +1.7% |
| 3M | -5.0% | -5.4% | +0.5% | -3.6% |
| 6M | +26.6% | -18.9% | +45.5% | +34.9% |
| YTD | -9.0% | -27.2% | +18.3% | +0.3% |
| 1Y | +11.8% | -34.2% | +46.1% | +27.4% |
| 3Y | -15.1% | +0.6% | -15.7% | -15.4% |
| 5Y | -48.2% | -43.5% | -4.7% | -39.6% |
| All | -48.2% | -42.3% | -5.9% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling