+99.5%
KEY vs RCAT
-99.7%
+199.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -0.5% | +7.2% | -7.8% | -0.6% |
| 30D | +6.7% | -20.4% | +27.1% | +6.9% |
| 3M | -4.6% | -59.8% | +55.2% | -3.9% |
| 6M | +2.6% | -61.9% | +64.4% | +3.2% |
| YTD | +7.0% | -45.9% | +52.9% | +7.1% |
| 1Y | +23.5% | -50.5% | +74.0% | +23.7% |
| 3Y | +126.4% | +387.5% | -261.1% | +121.6% |
| 5Y | +13.0% | +70.9% | -57.9% | +10.9% |
| 10Y | +99.5% | -99.7% | +199.2% | +100.6% |
| All | +99.5% | -99.7% | +199.2% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling