+940.7%
KNX vs RCAT
-100.0%
+1,040.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.5% | -1.7% |
| 7D | +6.4% | +5.4% | +1.0% | +6.4% |
| 30D | +1.4% | -5.6% | +7.0% | +1.4% |
| 3M | -12.0% | -30.2% | +18.2% | -12.0% |
| 6M | +25.2% | -43.4% | +68.5% | +25.2% |
| YTD | +36.6% | +9.6% | +26.9% | +36.6% |
| 1Y | +67.6% | -2.0% | +69.6% | +67.6% |
| 3Y | +40.8% | +825.0% | -784.2% | +40.8% |
| 5Y | +43.3% | +199.8% | -156.5% | +43.3% |
| 10Y | +170.1% | -98.4% | +268.5% | +172.3% |
| All | +940.7% | -100.0% | +1,040.7% | +1,088.6% |
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