+11.6%
CAT vs KEY
+9.7%
+1.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.5% |
| 7D | +1.7% | +2.2% | -0.5% | -0.2% |
| 30D | -6.6% | -3.0% | -3.5% | -4.0% |
| 3M | -13.3% | +3.3% | -16.6% | -17.5% |
| 6M | +11.6% | +9.2% | +2.4% | -0.8% |
| All | +11.6% | +9.7% | +1.9% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling