+23.2%
KMI vs RCAT
-54.8%
+77.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | +6.5% | -5.9% | +12.5% | +6.6% |
| 30D | -3.4% | -19.7% | +16.2% | -3.2% |
| 3M | +0.4% | -62.9% | +63.2% | +1.5% |
| 6M | -0.9% | -59.6% | +58.6% | -0.5% |
| YTD | +20.5% | -52.1% | +72.6% | +18.8% |
| 1Y | +23.2% | -50.9% | +74.1% | +21.0% |
| All | +23.2% | -54.8% | +77.9% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling