-54.0%
RCAT vs KMX
+69.2%
-123.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.6% | -6.5% |
| 7D | -5.6% | +1.5% | -7.1% | -6.2% |
| 30D | -27.0% | +3.0% | -30.0% | -28.2% |
| 3M | -57.9% | -7.8% | -50.1% | -56.7% |
| 6M | -59.4% | +34.3% | -93.7% | -67.2% |
| YTD | -46.9% | +40.2% | -87.2% | -57.5% |
| 1Y | -54.0% | +63.0% | -117.0% | -66.9% |
| All | -54.0% | +69.2% | -123.2% | -66.9% |
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 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