-43.5%
KWEB vs RY
+139.4%
-182.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -1.5% |
| 7D | -3.6% | -0.5% | -3.1% | -3.2% |
| 30D | -14.9% | -1.9% | -13.0% | -13.8% |
| 3M | -5.4% | +5.1% | -10.6% | -9.7% |
| 6M | -18.9% | +28.2% | -47.0% | -34.1% |
| YTD | -27.2% | +22.9% | -50.1% | -38.9% |
| 1Y | -34.2% | +45.5% | -79.7% | -52.0% |
| 3Y | +0.6% | +156.7% | -156.1% | -57.0% |
| 5Y | -43.5% | +137.7% | -181.2% | -74.0% |
| All | -43.5% | +139.4% | -182.9% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling