-98.5%
RCAT vs KMX
+3.6%
-102.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.3% |
| 7D | -2.3% | -1.9% | -0.4% | -1.6% |
| 30D | -18.7% | +2.6% | -21.3% | -19.8% |
| 3M | -29.3% | +25.6% | -54.9% | -36.5% |
| 6M | -42.3% | +41.9% | -84.2% | -50.9% |
| YTD | +2.5% | +56.0% | -53.5% | -15.8% |
| 1Y | -5.7% | -1.8% | -3.9% | -9.1% |
| 3Y | +764.9% | -25.7% | +790.6% | +821.9% |
| 5Y | +182.3% | -54.7% | +237.0% | +238.7% |
| 10Y | -98.5% | +9.2% | -107.7% | -99.3% |
| All | -98.5% | +3.6% | -102.1% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling