+192.1%
CAT vs KEY
+12.4%
+179.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.7% | -3.6% | -5.3% |
| 7D | -14.5% | -2.5% | -12.0% | -13.6% |
| 30D | -35.7% | +4.1% | -39.8% | -36.8% |
| 3M | -36.3% | -8.4% | -27.9% | -34.2% |
| 6M | -38.5% | -2.3% | -36.3% | -38.1% |
| YTD | -2.5% | +4.6% | -7.1% | -4.3% |
| 1Y | -1.9% | +24.6% | -26.5% | -9.8% |
| 3Y | +139.2% | +112.8% | +26.4% | +82.0% |
| 5Y | +192.1% | +12.9% | +179.2% | +171.2% |
| All | +192.1% | +12.4% | +179.8% | +171.2% |
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 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