+1,066.4%
CAT vs KEYS
+1,095.1%
-28.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +0.2% |
| 7D | +5.6% | +4.4% | +1.1% | +3.5% |
| 30D | -2.3% | -2.2% | -0.1% | -1.4% |
| 3M | -10.0% | +0.5% | -10.6% | -10.1% |
| 6M | +21.2% | +22.4% | -1.1% | +11.9% |
| YTD | +44.4% | +64.1% | -19.6% | +16.3% |
| 1Y | +96.3% | +97.0% | -0.7% | +45.8% |
| 3Y | +203.9% | +152.0% | +51.9% | +100.6% |
| 5Y | +333.5% | +83.7% | +249.8% | +215.9% |
| 10Y | +1,126.0% | +997.9% | +128.2% | +310.2% |
| All | +1,066.4% | +1,095.1% | -28.6% | +262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling