+38.7%
KMB vs RCAT
-99.6%
+138.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.4% | -8.2% | +3.2% |
| 7D | +3.4% | +1.1% | +2.3% | +3.4% |
| 30D | +14.7% | -22.0% | +36.7% | +14.7% |
| 3M | +3.3% | -51.1% | +54.4% | +3.4% |
| 6M | +16.8% | -56.6% | +73.4% | +16.9% |
| YTD | +15.2% | -43.3% | +58.5% | +15.2% |
| 1Y | +13.3% | -51.5% | +64.8% | +13.3% |
| 3Y | +5.4% | +411.4% | -405.9% | +4.7% |
| 5Y | +2.7% | +74.4% | -71.7% | +2.0% |
| 10Y | +38.7% | -99.6% | +138.2% | +36.5% |
| All | +38.7% | -99.6% | +138.2% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling