-99.8%
RCAT vs KIM
+64.5%
-164.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -0.4% | +19.1% | +18.8% |
| 7D | -12.7% | +4.1% | -16.8% | -14.0% |
| 30D | -34.3% | +16.8% | -51.1% | -37.7% |
| 3M | -53.4% | +5.7% | -59.1% | -54.4% |
| 6M | -62.0% | +9.7% | -71.6% | -63.5% |
| YTD | -49.1% | +30.2% | -79.3% | -54.1% |
| 1Y | -53.1% | +32.1% | -85.2% | -58.0% |
| 3Y | +318.7% | +58.6% | +260.1% | +255.7% |
| 5Y | +48.5% | +31.2% | +17.4% | +31.8% |
| All | -99.8% | +64.5% | -164.3% | -99.8% |
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