+16.2%
KDP vs RCAT
+41.8%
-25.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.6% |
| 7D | -0.8% | -5.9% | +5.1% | -0.8% |
| 30D | +9.7% | -19.7% | +29.4% | +9.6% |
| 3M | +17.6% | -62.9% | +80.5% | +17.2% |
| 6M | +25.8% | -59.6% | +85.3% | +25.3% |
| YTD | +33.9% | -52.1% | +86.0% | +33.0% |
| 1Y | +38.9% | -50.9% | +89.8% | +37.9% |
| 3Y | +26.8% | +333.8% | -307.0% | +21.1% |
| All | +16.2% | +41.8% | -25.6% | +12.3% |
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