+703.4%
RCL vs KWEB
+28.2%
+675.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.9% |
| 7D | -5.1% | -1.0% | -4.1% | -4.7% |
| 30D | -19.0% | -8.7% | -10.3% | -16.3% |
| 3M | -9.6% | -4.0% | -5.6% | -8.4% |
| 6M | -6.7% | -13.1% | +6.4% | -1.8% |
| YTD | -3.9% | -23.5% | +19.6% | +5.8% |
| 1Y | -25.1% | -27.2% | +2.1% | -16.3% |
| 3Y | +179.1% | -2.1% | +181.2% | +165.5% |
| 5Y | +243.3% | -40.8% | +284.1% | +272.6% |
| 10Y | +325.8% | -17.5% | +343.2% | +258.0% |
| All | +703.4% | +28.2% | +675.1% | +450.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling