-11.7%
KR vs RCAT
-2.3%
-9.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | 0.0% |
| 7D | +1.5% | -1.4% | +2.9% | +1.4% |
| 30D | +4.1% | -3.3% | +7.4% | +4.0% |
| 3M | -5.2% | -43.2% | +38.0% | -6.8% |
| 6M | -12.8% | -43.2% | +30.4% | -13.3% |
| YTD | -4.6% | +5.5% | -10.2% | -3.1% |
| 1Y | -11.7% | -1.6% | -10.0% | -11.5% |
| All | -11.7% | -2.3% | -9.3% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling