+1,232.8%
KDP vs RCAT
-99.8%
+1,332.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -8.3% | +0.9% | -7.4% |
| 7D | -4.0% | +15.6% | -19.6% | -4.0% |
| 30D | +8.5% | -24.1% | +32.6% | +8.5% |
| 3M | +20.7% | -61.9% | +82.6% | +20.8% |
| 6M | +23.2% | -64.3% | +87.5% | +23.3% |
| YTD | +30.5% | -50.4% | +80.9% | +30.5% |
| 1Y | +35.9% | -54.0% | +89.9% | +35.9% |
| 3Y | +24.8% | +347.2% | -322.3% | +24.1% |
| 5Y | +13.4% | +45.7% | -32.3% | +12.8% |
| 10Y | +239.3% | -99.7% | +339.1% | +229.9% |
| All | +1,232.8% | -99.8% | +1,332.6% | +1,077.1% |
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