+75.0%
KEEL vs RCAT
-14.2%
+89.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +4.4% |
| 7D | +2.9% | -4.9% | +7.8% | +5.1% |
| 30D | +0.8% | -22.9% | +23.7% | +12.3% |
| 3M | -35.3% | -33.7% | -1.6% | -25.5% |
| 6M | +59.4% | -50.7% | +110.1% | +98.0% |
| YTD | +51.9% | +0.4% | +51.5% | +17.6% |
| 1Y | +75.0% | -27.6% | +102.6% | +86.3% |
| All | +75.0% | -14.2% | +89.2% | +86.3% |
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