+1,284.2%
CLS vs KWEB
-1.6%
+1,285.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.0% |
| 7D | +20.1% | -3.6% | +23.7% | +21.7% |
| 30D | +6.0% | -14.9% | +20.9% | +12.7% |
| 3M | -10.3% | -5.4% | -4.9% | -8.8% |
| 6M | +24.5% | -18.9% | +43.4% | +34.5% |
| YTD | +12.9% | -27.2% | +40.1% | +26.5% |
| 1Y | +36.7% | -34.2% | +70.9% | +58.2% |
| All | +1,284.2% | -1.6% | +1,285.8% | +1,312.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling