+105.3%
KEY vs RCAT
-99.6%
+205.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.3% |
| 7D | +0.5% | -5.6% | +6.1% | +0.5% |
| 30D | +6.9% | -27.0% | +33.9% | +7.1% |
| 3M | -5.0% | -57.9% | +52.9% | -4.3% |
| 6M | +0.7% | -59.4% | +60.1% | +1.3% |
| YTD | +6.5% | -46.9% | +53.4% | +6.6% |
| 1Y | +22.6% | -54.0% | +76.7% | +22.9% |
| 3Y | +125.3% | +378.4% | -253.1% | +120.5% |
| 5Y | +13.9% | +61.9% | -48.0% | +11.8% |
| 10Y | +105.3% | -99.6% | +205.0% | +103.0% |
| All | +105.3% | -99.6% | +205.0% | +103.0% |
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 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