+37.4%
KNX vs RCAT
+738.1%
-700.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -2.6% |
| 7D | +2.3% | -2.3% | +4.6% | +2.4% |
| 30D | +0.5% | -18.7% | +19.2% | +1.2% |
| 3M | -14.1% | -29.3% | +15.1% | -13.2% |
| 6M | +19.8% | -42.3% | +62.1% | +21.1% |
| YTD | +32.7% | +2.5% | +30.2% | +30.6% |
| 1Y | +62.3% | -5.7% | +68.0% | +59.3% |
| All | +37.4% | +738.1% | -700.8% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling