-100.0%
RCAT vs KMX
+422.5%
-522.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.1% | +6.3% | +10.5% |
| 7D | +1.1% | -4.1% | +5.2% | +1.9% |
| 30D | -22.0% | +2.9% | -24.9% | -22.4% |
| 3M | -51.1% | -7.0% | -44.1% | -50.6% |
| 6M | -56.6% | +34.1% | -90.7% | -59.1% |
| YTD | -43.3% | +40.0% | -83.3% | -46.8% |
| 1Y | -51.5% | +67.2% | -118.7% | -55.9% |
| 3Y | +411.4% | -13.4% | +424.8% | +420.3% |
| 5Y | +74.4% | -65.1% | +139.5% | +94.0% |
| 10Y | -99.6% | +6.9% | -106.5% | -99.6% |
| All | -100.0% | +422.5% | -522.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling