+333.8%
RCAT vs KIM
+65.6%
+268.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | -5.9% | +0.1% | -6.1% | -5.9% |
| 30D | -19.7% | +14.1% | -33.8% | -23.1% |
| 3M | -62.9% | +6.0% | -68.9% | -63.6% |
| 6M | -59.6% | +13.2% | -72.8% | -62.2% |
| YTD | -52.1% | +30.4% | -82.5% | -58.7% |
| 1Y | -50.9% | +31.0% | -81.9% | -57.9% |
| 3Y | +333.8% | +67.6% | +266.2% | +231.6% |
| All | +333.8% | +65.6% | +268.2% | +231.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling