+17.2%
KRMN vs RCAT
-14.6%
+31.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -6.5% | -4.8% | -9.7% |
| 7D | -12.9% | -2.3% | -10.6% | -12.3% |
| 30D | -43.3% | -18.7% | -24.6% | -40.6% |
| 3M | -27.2% | -29.3% | +2.1% | -22.0% |
| 6M | -66.8% | -42.3% | -24.5% | -63.7% |
| YTD | -51.9% | +2.5% | -54.4% | -52.9% |
| 1Y | -43.7% | -5.7% | -38.0% | -45.5% |
| All | +17.2% | -14.6% | +31.8% | +6.5% |
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