-98.5%
RCAT vs KIM
+27.5%
-126.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -3.3% | -4.0% | +0.6% | -2.2% |
| 3M | -43.2% | +0.5% | -43.8% | -43.8% |
| 6M | -43.2% | +3.6% | -46.8% | -44.3% |
| YTD | +5.5% | +20.4% | -14.9% | -2.1% |
| 1Y | -1.6% | +9.7% | -11.3% | -5.8% |
| 3Y | +773.7% | +46.0% | +727.7% | +663.8% |
| 5Y | +187.6% | +34.4% | +153.2% | +153.6% |
| All | -98.5% | +27.5% | -126.0% | -98.7% |
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