+38.7%
KNX vs RCAT
+182.3%
-143.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.5% |
| 7D | -5.6% | -4.9% | -0.7% | -5.4% |
| 30D | -4.4% | -22.9% | +18.5% | -3.5% |
| 3M | -17.3% | -33.7% | +16.4% | -16.2% |
| 6M | +22.6% | -50.7% | +73.4% | +24.8% |
| YTD | +31.1% | +0.4% | +30.8% | +29.3% |
| 1Y | +60.2% | -27.6% | +87.8% | +58.8% |
| 3Y | +35.8% | +753.2% | -717.4% | +25.9% |
| All | +38.7% | +182.3% | -143.5% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling