-0.3%
KMI vs RCAT
-58.1%
+57.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | +0.2% | +7.2% | -7.0% | +0.4% |
| 30D | -3.7% | -20.4% | +16.8% | -4.7% |
| 3M | +1.2% | -59.8% | +61.0% | -3.0% |
| 6M | -0.3% | -61.9% | +61.6% | -3.9% |
| All | -0.3% | -58.1% | +57.8% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling