+1,278.3%
KDP vs RCAT
-99.8%
+1,378.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +43.4% |
| 3Y | +29.1% | +318.7% | -289.6% | +28.4% |
| 5Y | +15.0% | +48.5% | -33.5% | +14.4% |
| 10Y | +234.1% | -99.6% | +333.7% | +224.5% |
| All | +1,278.3% | -99.8% | +1,378.1% | +1,117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling