+40.9%
KNX vs RCAT
-59.1%
+100.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.3% | +9.6% | 0.0% |
| 7D | +2.5% | -18.5% | +21.0% | +3.9% |
| 30D | -4.4% | -37.0% | +32.5% | -1.5% |
| 3M | -12.7% | -54.9% | +42.2% | -8.2% |
| 6M | +0.9% | -63.6% | +64.5% | +6.6% |
| YTD | +20.3% | -49.6% | +69.9% | +20.1% |
| 1Y | +40.9% | -57.8% | +98.7% | +44.7% |
| All | +40.9% | -59.1% | +100.1% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling