+17.4%
KRMN vs RCAT
-16.4%
+33.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | -11.8% | -4.9% | -6.9% | -10.6% |
| 30D | -43.0% | -22.9% | -20.1% | -39.4% |
| 3M | -28.8% | -33.7% | +4.9% | -22.6% |
| 6M | -66.3% | -50.7% | -15.6% | -61.8% |
| YTD | -51.8% | +0.4% | -52.2% | -52.5% |
| 1Y | -44.7% | -27.6% | -17.1% | -44.2% |
| All | +17.4% | -16.4% | +33.8% | +7.2% |
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