-1.1%
CAT vs KEY
+24.1%
-25.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | -10.3% | -1.3% | -9.0% | -9.6% |
| 30D | -31.2% | +5.1% | -36.3% | -33.4% |
| 3M | -34.7% | -7.1% | -27.6% | -31.7% |
| 6M | -39.5% | -4.4% | -35.1% | -38.3% |
| YTD | -1.7% | +4.0% | -5.7% | -5.6% |
| 1Y | -1.1% | +23.4% | -24.5% | -8.1% |
| All | -1.1% | +24.1% | -25.2% | -8.1% |
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