-48.2%
KWEB vs CLBK
+65.6%
-113.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -4.3% | -1.4% | -2.9% | -4.0% |
| 30D | -13.0% | +4.5% | -17.5% | -14.0% |
| 3M | -7.6% | +22.8% | -30.4% | -12.2% |
| 6M | -21.1% | +43.4% | -64.6% | -27.9% |
| YTD | -28.2% | +64.1% | -92.3% | -36.6% |
| 1Y | -34.9% | +67.6% | -102.4% | -43.0% |
| 3Y | -0.8% | +53.3% | -54.0% | -13.9% |
| 5Y | -43.6% | +44.8% | -88.4% | -52.1% |
| All | -48.2% | +65.6% | -113.8% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling