-100.0%
RCAT vs KMX
+420.4%
-520.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +7.2% | -2.3% | +9.5% | +7.8% |
| 30D | -20.4% | +6.3% | -26.7% | -21.3% |
| 3M | -59.8% | -7.4% | -52.4% | -59.3% |
| 6M | -61.9% | +37.9% | -99.8% | -64.2% |
| YTD | -45.9% | +39.5% | -85.4% | -49.2% |
| 1Y | -50.5% | +57.9% | -108.4% | -54.6% |
| 3Y | +387.5% | -15.0% | +402.5% | +397.3% |
| 5Y | +70.9% | -64.1% | +135.0% | +89.6% |
| 10Y | -99.7% | -1.6% | -98.1% | -99.7% |
| All | -100.0% | +420.4% | -520.4% | -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