+74.4%
RCAT vs KMX
-64.7%
+139.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.1% | +6.3% | +9.4% |
| 7D | +1.1% | -4.1% | +5.2% | +2.7% |
| 30D | -22.0% | +2.9% | -24.9% | -23.0% |
| 3M | -51.1% | -7.0% | -44.1% | -50.1% |
| 6M | -56.6% | +34.1% | -90.7% | -61.9% |
| YTD | -43.3% | +40.0% | -83.3% | -51.0% |
| 1Y | -51.5% | +67.2% | -118.7% | -61.0% |
| 3Y | +411.4% | -13.4% | +424.8% | +432.7% |
| 5Y | +74.4% | -65.1% | +139.5% | +67.1% |
| All | +74.4% | -64.7% | +139.1% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling