-42.1%
KWEB vs CLBK
+43.5%
-85.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | -1.5% | -4.1% | -5.3% |
| 30D | -10.7% | -1.0% | -9.6% | -10.5% |
| 3M | -7.4% | +22.9% | -30.3% | -11.0% |
| 6M | -19.3% | +44.2% | -63.5% | -24.7% |
| YTD | -27.8% | +64.0% | -91.7% | -34.3% |
| 1Y | -35.9% | +65.7% | -101.6% | -42.0% |
| 3Y | -1.9% | +54.1% | -56.0% | -12.5% |
| All | -42.1% | +43.5% | -85.5% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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