+133.4%
KR vs RCAT
-98.5%
+231.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.7% |
| 7D | -0.2% | -4.9% | +4.7% | -0.2% |
| 30D | +5.1% | -22.9% | +27.9% | +5.0% |
| 3M | -8.2% | -33.7% | +25.6% | -8.2% |
| 6M | -18.0% | -50.7% | +32.8% | -18.0% |
| YTD | -4.8% | +0.4% | -5.2% | -4.8% |
| 1Y | -11.0% | -27.6% | +16.6% | -11.0% |
| 3Y | +37.7% | +753.2% | -715.5% | +37.5% |
| 5Y | +52.8% | +183.3% | -130.5% | +52.6% |
| All | +133.4% | -98.5% | +231.9% | +118.5% |
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