-43.7%
KHC vs RCAT
-99.6%
+55.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +18.6% | -21.5% | -2.9% |
| 7D | +1.1% | -12.7% | +13.9% | +1.1% |
| 30D | +12.0% | -34.3% | +46.3% | +12.1% |
| 3M | +0.2% | -53.4% | +53.6% | +0.4% |
| 6M | +10.3% | -62.0% | +72.3% | +10.7% |
| YTD | +6.7% | -49.1% | +55.8% | +6.8% |
| 1Y | +10.9% | -53.1% | +64.0% | +10.9% |
| 3Y | -12.6% | +318.7% | -331.3% | -14.1% |
| 5Y | -16.3% | +48.5% | -64.8% | -17.5% |
| 10Y | -53.2% | -99.6% | +46.4% | -53.1% |
| All | -43.7% | -99.6% | +55.9% | -44.8% |
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