+355.3%
KMB vs RCAT
-100.0%
+455.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.5% | -1.8% |
| 7D | +0.5% | -12.7% | +13.2% | +0.5% |
| 30D | +12.4% | -34.3% | +46.7% | +12.4% |
| 3M | +1.0% | -53.4% | +54.4% | +1.0% |
| 6M | +12.1% | -62.0% | +74.1% | +12.2% |
| YTD | +11.6% | -49.1% | +60.7% | +11.6% |
| 1Y | +13.1% | -53.1% | +66.2% | +13.1% |
| 3Y | +1.6% | +318.7% | -317.1% | +1.4% |
| 5Y | -0.3% | +48.5% | -48.9% | -0.4% |
| 10Y | +37.9% | -99.6% | +137.6% | +37.6% |
| All | +355.3% | -100.0% | +455.3% | +379.1% |
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