-43.1%
KHC vs RCAT
-99.1%
+56.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | -1.8% | -1.4% | -0.3% | -1.8% |
| 30D | -1.9% | -3.3% | +1.5% | -1.9% |
| 3M | +14.4% | -43.2% | +57.6% | +14.6% |
| 6M | +8.7% | -43.2% | +51.9% | +8.8% |
| YTD | +7.8% | +5.5% | +2.2% | +7.5% |
| 1Y | -1.5% | -1.6% | +0.1% | -1.8% |
| 3Y | -9.9% | +773.7% | -783.6% | -11.6% |
| 5Y | -10.7% | +187.6% | -198.4% | -12.3% |
| 10Y | -55.7% | -98.5% | +42.7% | -55.4% |
| All | -43.1% | -99.1% | +56.0% | -44.5% |
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