-38.2%
KEEL vs RCAT
+177.7%
-215.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -7.1% |
| 7D | +2.7% | -5.4% | +8.1% | +3.9% |
| 30D | +4.6% | -24.2% | +28.8% | +10.9% |
| 3M | -34.5% | -25.8% | -8.6% | -30.8% |
| 6M | +59.3% | -44.9% | +104.2% | +74.8% |
| YTD | +46.4% | +1.9% | +44.5% | +40.6% |
| 1Y | +96.6% | -5.2% | +101.7% | +92.6% |
| 3Y | +182.0% | +759.6% | -577.6% | +65.4% |
| 5Y | -38.2% | +187.5% | -225.8% | -61.2% |
| All | -38.2% | +177.7% | -215.9% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling