+117.9%
KEY vs RCAT
-99.8%
+217.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.6% | -19.2% | -0.7% |
| 7D | -1.3% | -12.7% | +11.5% | -1.2% |
| 30D | +5.1% | -34.3% | +39.5% | +5.5% |
| 3M | -7.1% | -53.4% | +46.3% | -6.5% |
| 6M | -4.4% | -62.0% | +57.6% | -3.8% |
| YTD | +4.0% | -49.1% | +53.1% | +4.2% |
| 1Y | +23.4% | -53.1% | +76.5% | +23.7% |
| 3Y | +113.9% | +318.7% | -204.7% | +109.5% |
| 5Y | +12.3% | +48.5% | -36.2% | +10.3% |
| All | +117.9% | -99.8% | +217.7% | +117.9% |
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