-99.6%
RCAT vs KMX
+6.5%
-106.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.6% | -6.5% |
| 7D | -5.6% | +1.5% | -7.1% | -6.1% |
| 30D | -27.0% | +3.0% | -30.0% | -28.0% |
| 3M | -57.9% | -7.8% | -50.1% | -56.9% |
| 6M | -59.4% | +34.3% | -93.7% | -64.5% |
| YTD | -46.9% | +40.2% | -87.2% | -54.4% |
| 1Y | -54.0% | +63.0% | -117.0% | -62.9% |
| 3Y | +378.4% | -14.5% | +392.9% | +391.0% |
| 5Y | +61.9% | -64.3% | +126.3% | +112.2% |
| 10Y | -99.6% | +2.8% | -102.4% | -99.9% |
| All | -99.6% | +6.5% | -106.1% | -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