-57.8%
RCAT vs KMX
+35.0%
-92.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.3% | -13.6% | -11.7% |
| 7D | -18.5% | +2.1% | -20.7% | -19.5% |
| 30D | -37.0% | +0.5% | -37.5% | -37.4% |
| 3M | -54.9% | -4.1% | -50.7% | -54.6% |
| 6M | -63.6% | +49.5% | -113.1% | -71.4% |
| YTD | -49.6% | +42.7% | -92.3% | -59.2% |
| 1Y | -57.8% | +35.3% | -93.1% | -65.7% |
| All | -57.8% | +35.0% | -92.8% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling