+229.6%
KDP vs RCAT
-99.8%
+329.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.4% | -0.7% |
| 7D | +2.2% | -12.7% | +14.9% | +2.2% |
| 30D | +19.9% | -34.3% | +54.3% | +20.0% |
| 3M | +21.5% | -53.4% | +74.9% | +21.6% |
| 6M | +30.1% | -62.0% | +92.1% | +30.2% |
| YTD | +34.9% | -49.1% | +84.0% | +34.9% |
| 1Y | +43.4% | -53.1% | +96.5% | +43.3% |
| 3Y | +29.1% | +318.7% | -289.6% | +28.2% |
| 5Y | +15.0% | +48.5% | -33.5% | +14.3% |
| All | +229.6% | -99.8% | +329.4% | +225.6% |
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