+177.9%
KO vs RCAT
-98.5%
+276.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -1.1% | -5.4% | +4.3% | -1.1% |
| 30D | +1.6% | -24.2% | +25.8% | +1.6% |
| 3M | +5.8% | -25.8% | +31.6% | +5.8% |
| 6M | +14.3% | -44.9% | +59.2% | +14.4% |
| YTD | +27.3% | +1.9% | +25.4% | +27.1% |
| 1Y | +33.2% | -5.2% | +38.3% | +32.9% |
| 3Y | +64.5% | +759.6% | -695.1% | +62.2% |
| 5Y | +83.1% | +187.5% | -104.4% | +80.8% |
| All | +177.9% | -98.5% | +276.4% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling