+9.3%
CAT vs KEY
+25.9%
-16.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | +7.4% | +2.9% | +4.5% | +5.6% |
| 30D | -19.7% | +8.4% | -28.1% | -23.8% |
| 3M | -29.6% | -5.8% | -23.8% | -26.8% |
| 6M | -33.2% | +5.4% | -38.6% | -36.2% |
| YTD | +5.7% | +7.1% | -1.4% | -0.9% |
| 1Y | +9.3% | +26.8% | -17.5% | -3.5% |
| All | +9.3% | +25.9% | -16.6% | -3.5% |
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