+117.2%
KMI vs RCAT
-99.8%
+217.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | +6.5% | -5.9% | +12.5% | +6.6% |
| 30D | -3.4% | -19.7% | +16.2% | -3.4% |
| 3M | +0.4% | -62.9% | +63.2% | +0.7% |
| 6M | -0.9% | -59.6% | +58.6% | -0.7% |
| YTD | +20.5% | -52.1% | +72.6% | +20.6% |
| 1Y | +23.2% | -50.9% | +74.1% | +23.3% |
| 3Y | +121.6% | +333.8% | -212.2% | +119.0% |
| 5Y | +149.1% | +40.7% | +108.3% | +146.6% |
| 10Y | +158.3% | -99.8% | +258.0% | +148.7% |
| All | +117.2% | -99.8% | +217.0% | +103.3% |
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 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