+27.5%
KWEB vs RY
+438.8%
-411.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | -1.0% | +3.1% | -4.1% | -3.0% |
| 30D | -8.7% | -0.3% | -8.4% | -8.7% |
| 3M | -4.0% | +8.7% | -12.6% | -9.4% |
| 6M | -13.1% | +28.5% | -41.7% | -26.6% |
| YTD | -23.5% | +25.1% | -48.6% | -34.2% |
| 1Y | -27.2% | +46.3% | -73.4% | -43.5% |
| 3Y | -2.1% | +154.9% | -157.1% | -47.8% |
| 5Y | -40.8% | +140.3% | -181.1% | -66.9% |
| 10Y | -17.5% | +377.0% | -394.5% | -69.1% |
| All | +27.5% | +438.8% | -411.3% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling