+115.0%
KMI vs RCAT
-99.8%
+214.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | +0.2% | +7.2% | -7.0% | +0.2% |
| 30D | -3.7% | -20.4% | +16.8% | -3.6% |
| 3M | +1.2% | -59.8% | +61.0% | +1.6% |
| 6M | -0.3% | -61.9% | +61.6% | 0.0% |
| YTD | +19.2% | -45.9% | +65.1% | +19.3% |
| 1Y | +21.7% | -50.5% | +72.2% | +21.8% |
| 3Y | +120.4% | +387.5% | -267.1% | +117.7% |
| 5Y | +144.9% | +70.9% | +74.0% | +142.3% |
| 10Y | +155.6% | -99.7% | +255.3% | +146.0% |
| All | +115.0% | -99.8% | +214.8% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling