+32.8%
KR vs RCAT
+738.1%
-705.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.5% |
| 7D | -3.1% | -2.3% | -0.8% | -3.1% |
| 30D | +0.6% | -18.7% | +19.3% | +0.2% |
| 3M | -9.8% | -29.3% | +19.5% | -10.2% |
| 6M | -22.1% | -42.3% | +20.2% | -22.4% |
| YTD | -8.1% | +2.5% | -10.6% | -7.5% |
| 1Y | -14.7% | -5.7% | -9.0% | -14.0% |
| All | +32.8% | +738.1% | -705.3% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling