+8.9%
CAT vs KEEL
-45.0%
+53.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -4.4% |
| 7D | -17.1% | -13.6% | -3.5% | -14.9% |
| 30D | -30.1% | -39.1% | +9.0% | -23.7% |
| 3M | -32.4% | -48.9% | +16.5% | -24.6% |
| 6M | -32.1% | -35.4% | +3.3% | -28.9% |
| YTD | +4.1% | -10.6% | +14.7% | -0.1% |
| 1Y | +8.9% | -45.3% | +54.2% | +8.8% |
| All | +8.9% | -45.0% | +53.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling