+411.4%
RCAT vs KMX
-16.1%
+427.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.1% | +6.3% | +8.7% |
| 7D | +1.1% | -4.1% | +5.2% | +3.3% |
| 30D | -22.0% | +2.9% | -24.9% | -23.4% |
| 3M | -51.1% | -7.0% | -44.1% | -49.8% |
| 6M | -56.6% | +34.1% | -90.7% | -64.3% |
| YTD | -43.3% | +40.0% | -83.3% | -54.8% |
| 1Y | -51.5% | +67.2% | -118.7% | -65.4% |
| 3Y | +411.4% | -13.4% | +424.8% | +485.5% |
| All | +411.4% | -16.1% | +427.5% | +485.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling