+95.4%
CAT vs KEY
+21.3%
+74.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +1.7% | +2.2% | -0.5% | +0.5% |
| 30D | -6.6% | -3.0% | -3.5% | -5.0% |
| 3M | -13.3% | +3.3% | -16.6% | -15.1% |
| 6M | +11.6% | +9.2% | +2.4% | +6.2% |
| YTD | +42.9% | +10.6% | +32.3% | +35.8% |
| 1Y | +95.4% | +20.4% | +75.0% | +85.2% |
| All | +95.4% | +21.3% | +74.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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