-100.0%
RCAT vs KMX
+511.2%
-611.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | -3.3% | +11.7% | -15.0% | -5.3% |
| 3M | -43.2% | +34.9% | -78.1% | -46.5% |
| 6M | -43.2% | +50.3% | -93.4% | -47.4% |
| YTD | +5.5% | +63.8% | -58.2% | -3.6% |
| 1Y | -1.6% | +3.8% | -5.5% | -3.9% |
| 3Y | +773.7% | -24.3% | +798.0% | +796.4% |
| 5Y | +187.6% | -50.2% | +237.9% | +203.8% |
| 10Y | -98.5% | +5.4% | -103.8% | -98.5% |
| All | -100.0% | +511.2% | -611.2% | -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