+167.0%
KEY vs RCAT
-98.4%
+265.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -1.8% |
| 7D | +2.7% | +5.4% | -2.7% | +2.7% |
| 30D | -3.2% | -5.6% | +2.4% | -3.2% |
| 3M | +1.0% | -30.2% | +31.2% | +1.2% |
| 6M | +11.9% | -43.4% | +55.3% | +12.2% |
| YTD | +8.7% | +9.6% | -0.9% | +8.2% |
| 1Y | +18.5% | -2.0% | +20.4% | +17.9% |
| 3Y | +124.0% | +825.0% | -701.0% | +117.7% |
| 5Y | +40.8% | +199.8% | -159.0% | +37.3% |
| 10Y | +167.0% | -98.4% | +265.4% | +161.1% |
| All | +167.0% | -98.4% | +265.4% | +161.1% |
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