-25.1%
RCL vs KWEB
-27.0%
+2.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.0% |
| 7D | -5.1% | -1.0% | -4.1% | -4.7% |
| 30D | -19.0% | -8.7% | -10.3% | -15.9% |
| 3M | -9.6% | -4.0% | -5.6% | -7.9% |
| 6M | -6.7% | -13.1% | +6.4% | -1.3% |
| YTD | -3.9% | -23.5% | +19.6% | +4.9% |
| 1Y | -25.1% | -27.2% | +2.1% | -16.4% |
| All | -25.1% | -27.0% | +2.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling