-45.3%
KEEL vs RCAT
-59.1%
+13.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.3% | +6.2% | +0.2% |
| 7D | -13.6% | -18.5% | +5.0% | -5.8% |
| 30D | -39.1% | -37.0% | -2.2% | -26.4% |
| 3M | -48.9% | -54.9% | +5.9% | -31.0% |
| 6M | -35.4% | -63.6% | +28.3% | -9.5% |
| YTD | -10.6% | -49.6% | +38.9% | -13.7% |
| 1Y | -45.3% | -57.8% | +12.5% | -40.9% |
| All | -45.3% | -59.1% | +13.8% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling