+201.6%
CAT vs KEEL
+209.2%
-7.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +2.9% | +19.3% | -16.4% | +0.6% |
| 30D | -2.6% | +9.1% | -11.7% | -4.1% |
| 3M | -10.7% | -31.5% | +20.9% | -7.8% |
| 6M | +16.1% | +75.8% | -59.7% | +6.4% |
| YTD | +43.2% | +57.9% | -14.6% | +31.6% |
| 1Y | +96.8% | +133.3% | -36.5% | +69.6% |
| All | +201.6% | +209.2% | -7.6% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling