+365.1%
KMB vs RCAT
-100.0%
+465.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | -1.0% |
| 7D | +6.0% | -5.6% | +11.6% | +6.0% |
| 30D | +13.5% | -27.0% | +40.5% | +13.5% |
| 3M | +3.8% | -57.9% | +61.7% | +3.8% |
| 6M | +15.6% | -59.4% | +75.0% | +15.6% |
| YTD | +14.0% | -46.9% | +60.9% | +14.0% |
| 1Y | +12.9% | -54.0% | +67.0% | +12.9% |
| 3Y | +3.7% | +378.4% | -374.7% | +3.6% |
| 5Y | -0.1% | +61.9% | -62.0% | -0.2% |
| 10Y | +41.1% | -99.6% | +140.8% | +40.8% |
| All | +365.1% | -100.0% | +465.1% | +389.3% |
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