+327.9%
CAT vs KEYS
+79.0%
+248.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.5% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | -4.5% | -5.3% | +0.7% | -2.1% |
| 3M | -5.8% | +0.5% | -6.3% | -5.9% |
| 6M | +12.7% | +14.0% | -1.3% | +7.1% |
| YTD | +41.4% | +60.3% | -18.9% | +14.2% |
| 1Y | +92.1% | +91.3% | +0.7% | +42.9% |
| 3Y | +197.5% | +146.1% | +51.3% | +96.0% |
| 5Y | +327.9% | +80.8% | +247.2% | +192.5% |
| All | +327.9% | +79.0% | +248.9% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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