-19.6%
KWEB vs RY
+351.1%
-370.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -7.8% | +0.6% | -8.4% | -8.2% |
| 30D | -6.4% | +5.0% | -11.5% | -9.5% |
| 3M | -14.6% | -5.3% | -9.3% | -11.8% |
| 6M | -25.0% | +13.8% | -38.9% | -31.9% |
| YTD | -32.7% | +21.0% | -53.6% | -41.2% |
| 1Y | -37.3% | +40.5% | -77.8% | -50.6% |
| 3Y | -5.9% | +159.7% | -165.6% | -51.7% |
| 5Y | -47.1% | +124.3% | -171.4% | -69.9% |
| All | -19.6% | +351.1% | -370.7% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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