-1.3%
KMB vs RCAT
+41.8%
-43.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.1% |
| 7D | +0.9% | -5.9% | +6.9% | +0.9% |
| 30D | +10.1% | -19.7% | +29.7% | +10.0% |
| 3M | 0.0% | -62.9% | +62.9% | -0.2% |
| 6M | +15.7% | -59.6% | +75.3% | +15.4% |
| YTD | +12.6% | -52.1% | +64.7% | +12.3% |
| 1Y | +10.1% | -50.9% | +61.0% | +9.8% |
| 3Y | +2.1% | +333.8% | -331.6% | +1.4% |
| All | -1.3% | +41.8% | -43.1% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling