+708.1%
KO vs RCAT
-100.0%
+808.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | -1.8% | -1.4% | -0.4% | -1.8% |
| 30D | +1.4% | -3.3% | +4.8% | +1.4% |
| 3M | +15.4% | -43.2% | +58.6% | +15.4% |
| 6M | +14.3% | -43.2% | +57.5% | +14.3% |
| YTD | +27.7% | +5.5% | +22.1% | +27.6% |
| 1Y | +32.7% | -1.6% | +34.3% | +32.7% |
| 3Y | +62.2% | +773.7% | -711.5% | +61.9% |
| 5Y | +80.0% | +187.6% | -107.6% | +79.7% |
| 10Y | +175.6% | -98.5% | +274.1% | +175.4% |
| All | +708.1% | -100.0% | +808.1% | +777.8% |
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 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