-22.5%
KWEB vs CLX
-3.7%
-18.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -5.6% | -5.7% | +0.1% | -5.0% |
| 30D | -10.7% | -17.0% | +6.3% | -8.9% |
| 3M | -7.4% | -9.7% | +2.3% | -6.5% |
| 6M | -19.3% | -19.8% | +0.5% | -17.7% |
| YTD | -27.8% | -9.8% | -17.9% | -27.1% |
| 1Y | -35.9% | -26.2% | -9.8% | -34.2% |
| 3Y | -1.9% | -36.2% | +34.3% | +1.7% |
| 5Y | -43.2% | -38.3% | -4.8% | -41.7% |
| All | -22.5% | -3.7% | -18.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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