+21.3%
KWEB vs CLX
+52.0%
-30.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | -3.6% | -4.9% | +1.4% | -3.0% |
| 30D | -14.9% | -15.8% | +0.9% | -13.2% |
| 3M | -5.4% | -7.9% | +2.5% | -4.6% |
| 6M | -18.9% | -19.0% | +0.2% | -17.1% |
| YTD | -27.2% | -7.9% | -19.3% | -26.7% |
| 1Y | -34.2% | -25.4% | -8.9% | -32.3% |
| 3Y | +0.6% | -35.0% | +35.6% | +4.6% |
| 5Y | -43.5% | -36.8% | -6.7% | -41.8% |
| 10Y | -20.6% | -1.4% | -19.1% | -25.6% |
| All | +21.3% | +52.0% | -30.7% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling