+6.8%
KDP vs RCAT
+183.7%
-176.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +6.0% | -3.3% | +9.3% | +6.0% |
| 3M | +9.2% | -43.2% | +52.4% | +9.2% |
| 6M | +14.7% | -43.2% | +57.9% | +14.7% |
| YTD | +19.2% | +5.5% | +13.6% | +18.8% |
| 1Y | +15.2% | -1.6% | +16.8% | +14.6% |
| 3Y | +6.0% | +773.7% | -767.7% | +1.5% |
| All | +6.8% | +183.7% | -176.9% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling