+25,808.1%
CAT vs KEY
+1,050.5%
+24,757.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +1.7% | +2.2% | -0.5% | +1.0% |
| 30D | -6.6% | -3.0% | -3.5% | -5.6% |
| 3M | -13.3% | +3.3% | -16.6% | -14.2% |
| 6M | +11.6% | +9.2% | +2.4% | +8.6% |
| YTD | +42.9% | +10.6% | +32.3% | +38.4% |
| 1Y | +95.4% | +20.4% | +75.0% | +83.6% |
| 3Y | +196.6% | +121.8% | +74.7% | +125.7% |
| 5Y | +321.7% | +41.1% | +280.5% | +254.7% |
| 10Y | +1,140.8% | +168.5% | +972.3% | +712.6% |
| All | +25,808.1% | +1,050.5% | +24,757.6% | +8,670.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling