+3,154.0%
CLS vs KWEB
-19.7%
+3,173.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.4% |
| 7D | +10.9% | -5.6% | +16.5% | +12.8% |
| 30D | +2.1% | -10.7% | +12.8% | +5.5% |
| 3M | -10.2% | -7.4% | -2.8% | -8.3% |
| 6M | +30.4% | -19.3% | +49.7% | +39.1% |
| YTD | +17.2% | -27.8% | +45.0% | +29.3% |
| 1Y | +41.0% | -35.9% | +77.0% | +61.3% |
| 3Y | +1,338.0% | -1.9% | +1,339.9% | +1,318.9% |
| 5Y | +3,860.6% | -43.2% | +3,903.8% | +4,245.5% |
| All | +3,154.0% | -19.7% | +3,173.7% | +2,821.5% |
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