+157.6%
KMI vs RCAT
+184.3%
-26.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.6% |
| 7D | -1.8% | -2.3% | +0.5% | -1.7% |
| 30D | +0.1% | -18.7% | +18.8% | +0.5% |
| 3M | +1.2% | -29.3% | +30.4% | +1.7% |
| 6M | -3.9% | -42.3% | +38.4% | -3.3% |
| YTD | +17.5% | +2.5% | +15.0% | +16.3% |
| 1Y | +22.6% | -5.7% | +28.3% | +20.9% |
| 3Y | +116.3% | +764.9% | -648.6% | +99.8% |
| 5Y | +157.6% | +182.3% | -24.7% | +142.3% |
| All | +157.6% | +184.3% | -26.7% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling