+213.4%
CAT vs KR
+82.6%
+130.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.9% |
| 7D | +1.7% | +0.8% | +1.0% | +1.7% |
| 30D | -24.6% | +11.1% | -35.6% | -24.7% |
| 3M | -28.5% | +24.4% | -52.9% | -28.8% |
| 6M | -34.8% | +8.5% | -43.4% | -34.7% |
| YTD | +5.9% | +13.1% | -7.2% | +5.0% |
| 1Y | +6.8% | +9.3% | -2.5% | +6.3% |
| 3Y | +161.1% | +69.3% | +91.8% | +131.4% |
| 5Y | +213.4% | +83.2% | +130.2% | +168.6% |
| All | +213.4% | +82.6% | +130.8% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling