+707.6%
CAT vs KEEL
+294.5%
+413.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.5% |
| 7D | +0.6% | +2.9% | -2.3% | +0.4% |
| 30D | -4.3% | +0.8% | -5.2% | -4.5% |
| 3M | -8.6% | -35.3% | +26.7% | -6.9% |
| 6M | +16.1% | +59.4% | -43.3% | +11.9% |
| YTD | +43.8% | +51.9% | -8.2% | +38.4% |
| 1Y | +91.5% | +75.0% | +16.5% | +81.3% |
| 3Y | +202.7% | +224.5% | -21.8% | +170.0% |
| 5Y | +335.1% | -35.9% | +371.0% | +292.3% |
| All | +707.6% | +294.5% | +413.2% | +546.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling