+155.0%
KMI vs RCAT
-99.8%
+254.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.6% | +1.4% |
| 7D | +6.0% | +15.6% | -9.5% | +5.9% |
| 30D | -3.4% | -24.1% | +20.7% | -3.2% |
| 3M | +1.8% | -61.9% | +63.6% | +2.4% |
| 6M | +0.4% | -64.3% | +64.8% | +1.0% |
| YTD | +20.8% | -50.4% | +71.2% | +21.0% |
| 1Y | +23.0% | -54.0% | +77.0% | +23.2% |
| 3Y | +123.3% | +347.2% | -223.8% | +118.2% |
| 5Y | +149.8% | +45.7% | +104.0% | +144.8% |
| All | +155.0% | -99.8% | +254.8% | +134.6% |
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 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