+19,050.1%
CAT vs KR
+5,448.1%
+13,602.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.1% |
| 7D | +7.4% | +4.6% | +2.9% | +6.5% |
| 30D | -19.7% | +12.2% | -31.9% | -21.7% |
| 3M | -29.6% | +24.6% | -54.2% | -33.0% |
| 6M | -33.2% | +8.2% | -41.4% | -35.0% |
| YTD | +5.7% | +15.3% | -9.6% | +0.9% |
| 1Y | +9.3% | +9.8% | -0.4% | +5.4% |
| 3Y | +158.3% | +71.4% | +87.0% | +121.5% |
| 5Y | +211.6% | +85.1% | +126.5% | +158.9% |
| 10Y | +698.5% | +159.4% | +539.1% | +481.9% |
| All | +19,050.1% | +5,448.1% | +13,602.0% | +6,518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling