+981.5%
CAT vs KDP
+1,304.6%
-323.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.6% | -6.5% |
| 7D | -14.5% | +4.5% | -19.0% | -16.0% |
| 30D | -35.7% | +18.5% | -54.2% | -39.6% |
| 3M | -36.3% | +20.8% | -57.1% | -40.7% |
| 6M | -38.5% | +29.4% | -67.9% | -44.5% |
| YTD | -2.5% | +35.9% | -38.4% | -13.7% |
| 1Y | -1.9% | +42.5% | -44.4% | -14.7% |
| 3Y | +139.2% | +29.4% | +109.8% | +109.6% |
| 5Y | +192.1% | +15.8% | +176.3% | +165.0% |
| 10Y | +732.3% | +236.5% | +495.8% | +364.3% |
| All | +981.5% | +1,304.6% | -323.2% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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