+326.0%
CAT vs KEY
+40.7%
+285.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +1.7% | +2.2% | -0.5% | +0.8% |
| 30D | -6.6% | -3.0% | -3.5% | -5.4% |
| 3M | -13.3% | +3.3% | -16.6% | -14.4% |
| 6M | +11.6% | +9.2% | +2.4% | +8.0% |
| YTD | +42.9% | +10.6% | +32.3% | +37.5% |
| 1Y | +95.4% | +20.4% | +75.0% | +81.6% |
| 3Y | +196.6% | +121.8% | +74.7% | +120.5% |
| All | +326.0% | +40.7% | +285.3% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling