+312.2%
KEEL vs RCAT
+252.0%
+60.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.9% | +3.6% | +7.1% |
| 7D | +21.5% | +5.4% | +16.1% | +20.9% |
| 30D | -3.9% | -5.6% | +1.7% | -3.5% |
| 3M | -34.1% | -30.2% | -3.9% | -32.0% |
| 6M | +82.8% | -43.4% | +126.2% | +90.4% |
| YTD | +58.7% | +9.6% | +49.1% | +55.9% |
| 1Y | +191.4% | -2.0% | +193.4% | +189.5% |
| 3Y | +205.7% | +825.0% | -619.3% | +148.7% |
| 5Y | -37.0% | +199.8% | -236.8% | -47.0% |
| All | +312.2% | +252.0% | +60.1% | +229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling