+256.4%
KDP vs RCAT
-99.6%
+356.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +1.8% |
| 7D | +8.2% | -5.6% | +13.8% | +8.2% |
| 30D | +18.4% | -27.0% | +45.4% | +18.4% |
| 3M | +29.2% | -57.9% | +87.1% | +29.3% |
| 6M | +32.3% | -59.4% | +91.7% | +32.3% |
| YTD | +38.5% | -46.9% | +85.4% | +38.4% |
| 1Y | +48.5% | -54.0% | +102.5% | +48.5% |
| 3Y | +32.5% | +378.4% | -345.9% | +31.5% |
| 5Y | +19.7% | +61.9% | -42.2% | +18.9% |
| 10Y | +256.4% | -99.6% | +356.0% | +255.4% |
| All | +256.4% | -99.6% | +356.0% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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