+1,144.3%
CAT vs KR
+129.5%
+1,014.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.4% |
| 7D | +0.6% | -0.2% | +0.7% | +0.6% |
| 30D | -4.3% | +5.1% | -9.4% | -4.8% |
| 3M | -8.6% | -8.2% | -0.5% | -8.0% |
| 6M | +16.1% | -18.0% | +34.1% | +18.1% |
| YTD | +43.8% | -4.8% | +48.5% | +43.3% |
| 1Y | +91.5% | -11.0% | +102.5% | +92.2% |
| 3Y | +202.7% | +37.7% | +165.1% | +180.9% |
| 5Y | +335.1% | +52.8% | +282.4% | +294.7% |
| All | +1,144.3% | +129.5% | +1,014.8% | +927.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling