+43.4%
KDP vs RCAT
-56.7%
+100.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.4% | +0.2% |
| 7D | +2.2% | -12.7% | +14.9% | +1.7% |
| 30D | +19.9% | -34.3% | +54.3% | +18.1% |
| 3M | +21.5% | -53.4% | +74.9% | +18.3% |
| 6M | +30.1% | -62.0% | +92.1% | +26.3% |
| YTD | +34.9% | -49.1% | +84.0% | +30.7% |
| 1Y | +43.4% | -53.1% | +96.5% | +38.8% |
| All | +43.4% | -56.7% | +100.1% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling