-99.6%
RCAT vs KIM
+65.6%
-165.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +11.1% |
| 7D | +1.1% | +2.8% | -1.7% | +0.1% |
| 30D | -22.0% | +16.3% | -38.3% | -25.9% |
| 3M | -51.1% | +6.6% | -57.8% | -52.3% |
| 6M | -56.6% | +12.3% | -68.9% | -58.7% |
| YTD | -43.3% | +31.6% | -74.8% | -49.1% |
| 1Y | -51.5% | +31.5% | -83.0% | -56.5% |
| 3Y | +411.4% | +68.0% | +343.4% | +324.7% |
| 5Y | +74.4% | +38.7% | +35.7% | +51.5% |
| 10Y | -99.6% | +65.7% | -165.3% | -99.5% |
| All | -99.6% | +65.6% | -165.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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