+340.7%
KMB vs RCAT
-100.0%
+440.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -3.0% | -1.4% | -1.6% | -3.0% |
| 30D | -5.5% | -3.3% | -2.1% | -5.5% |
| 3M | +14.0% | -43.2% | +57.2% | +14.0% |
| 6M | +4.1% | -43.2% | +47.3% | +4.1% |
| YTD | +8.0% | +5.5% | +2.5% | +8.0% |
| 1Y | -13.7% | -1.6% | -12.1% | -13.8% |
| 3Y | -5.9% | +773.7% | -779.6% | -6.1% |
| 5Y | -8.6% | +187.6% | -196.2% | -8.8% |
| 10Y | +17.3% | -98.5% | +115.7% | +16.9% |
| All | +340.7% | -100.0% | +440.7% | +363.6% |
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