+327.9%
CAT vs KEEL
-41.3%
+369.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | -0.5% |
| 7D | +0.6% | +2.7% | -2.1% | +0.3% |
| 30D | -4.5% | +4.6% | -9.1% | -5.3% |
| 3M | -5.8% | -34.5% | +28.7% | -2.8% |
| 6M | +12.7% | +59.3% | -46.5% | +5.6% |
| YTD | +41.4% | +46.4% | -5.0% | +32.6% |
| 1Y | +92.1% | +96.6% | -4.5% | +71.8% |
| 3Y | +197.5% | +182.0% | +15.5% | +140.3% |
| 5Y | +327.9% | -38.2% | +366.2% | +254.1% |
| All | +327.9% | -41.3% | +369.2% | +254.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling