+158.9%
CAT vs KR
+69.0%
+89.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +3.2% |
| 7D | +1.7% | +0.8% | +1.0% | +1.9% |
| 30D | -24.6% | +11.1% | -35.6% | -22.8% |
| 3M | -28.5% | +24.4% | -52.9% | -25.3% |
| 6M | -34.8% | +8.5% | -43.4% | -32.8% |
| YTD | +5.9% | +13.1% | -7.2% | +9.1% |
| 1Y | +6.8% | +9.3% | -2.5% | +9.9% |
| All | +158.9% | +69.0% | +89.9% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling