+711.5%
CAT vs KEEL
+312.2%
+399.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.4% | +0.6% |
| 7D | +5.6% | +21.5% | -15.9% | +4.3% |
| 30D | -2.3% | -3.9% | +1.5% | -2.3% |
| 3M | -10.0% | -34.1% | +24.1% | -8.4% |
| 6M | +21.2% | +82.8% | -61.6% | +16.0% |
| YTD | +44.4% | +58.7% | -14.3% | +38.7% |
| 1Y | +96.3% | +191.4% | -95.1% | +80.8% |
| 3Y | +203.9% | +205.7% | -1.8% | +171.3% |
| 5Y | +333.5% | -37.0% | +370.5% | +290.3% |
| All | +711.5% | +312.2% | +399.3% | +548.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling