-99.8%
RCAT vs KMX
-2.3%
-97.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.9% |
| 7D | -5.9% | +3.4% | -9.3% | -7.0% |
| 30D | -19.7% | +6.8% | -26.5% | -21.8% |
| 3M | -62.9% | -11.4% | -51.5% | -61.4% |
| 6M | -59.6% | +43.6% | -103.1% | -65.3% |
| YTD | -52.1% | +37.7% | -89.8% | -58.3% |
| 1Y | -50.9% | +53.0% | -103.9% | -59.0% |
| 3Y | +333.8% | -16.3% | +350.1% | +349.3% |
| 5Y | +40.7% | -64.2% | +105.0% | +80.7% |
| All | -99.8% | -2.3% | -97.5% | -99.9% |
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