+24.6%
KR vs RCAT
-62.1%
+86.6%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.1% |
| 7D | +4.6% | -5.9% | +10.5% | +4.1% |
| 30D | +12.2% | -19.7% | +31.9% | +10.5% |
| 3M | +24.6% | -62.9% | +87.4% | +17.6% |
| All | +24.6% | -62.1% | +86.6% | +17.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling