-33.1%
KORU vs RCAT
+57.4%
-90.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.3% | +3.4% | -3.1% |
| 7D | +24.3% | +15.6% | +8.8% | +20.6% |
| 30D | -44.8% | -24.1% | -20.7% | -40.5% |
| 3M | -60.0% | -61.9% | +1.8% | -50.7% |
| 6M | -78.7% | -64.3% | -14.3% | -72.8% |
| YTD | -10.6% | -50.4% | +39.8% | +7.8% |
| 1Y | -3.8% | -54.0% | +50.2% | +16.1% |
| 3Y | +142.0% | +347.2% | -205.2% | +101.4% |
| 5Y | -33.1% | +45.7% | -78.8% | -39.6% |
| All | -33.1% | +57.4% | -90.5% | -39.6% |
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 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