+24.1%
KWEB vs RCAT
-99.9%
+124.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.7% |
| 7D | -1.3% | +5.4% | -6.7% | -1.3% |
| 30D | -11.5% | -5.6% | -5.9% | -11.5% |
| 3M | -2.9% | -30.2% | +27.3% | -2.8% |
| 6M | -14.6% | -43.4% | +28.8% | -14.5% |
| YTD | -25.5% | +9.6% | -35.2% | -25.6% |
| 1Y | -31.1% | -2.0% | -29.1% | -31.2% |
| 3Y | +3.0% | +825.0% | -822.0% | +2.0% |
| 5Y | -42.6% | +199.8% | -242.4% | -43.1% |
| 10Y | -21.1% | -98.4% | +77.3% | -21.8% |
| All | +24.1% | -99.9% | +124.0% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling