-60.0%
RCAT vs KMX
+33.8%
-93.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.1% | +6.3% | +9.2% |
| 7D | +1.1% | -4.1% | +5.2% | +2.9% |
| 30D | -22.0% | +2.9% | -24.9% | -23.1% |
| 3M | -51.1% | -7.0% | -44.1% | -50.3% |
| All | -60.0% | +33.8% | -93.8% | -77.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling