+120.2%
KMI vs RCAT
+796.4%
-676.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.0% | +1.8% |
| 7D | -0.4% | +5.4% | -5.8% | -0.5% |
| 30D | +3.7% | -5.6% | +9.3% | +3.7% |
| 3M | +3.2% | -30.2% | +33.4% | +3.7% |
| 6M | -3.0% | -43.4% | +40.4% | -2.3% |
| YTD | +19.7% | +9.6% | +10.0% | +18.3% |
| 1Y | +25.6% | -2.0% | +27.6% | +23.8% |
| 3Y | +120.2% | +825.0% | -704.8% | +111.6% |
| All | +120.2% | +796.4% | -676.2% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling