+26.8%
KEY vs RCAT
-54.8%
+81.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.8% |
| 7D | +2.9% | -5.9% | +8.9% | +3.2% |
| 30D | +8.4% | -19.7% | +28.1% | +9.3% |
| 3M | -5.8% | -62.9% | +57.1% | -1.9% |
| 6M | +5.4% | -59.6% | +65.0% | +8.2% |
| YTD | +7.1% | -52.1% | +59.1% | +6.3% |
| 1Y | +26.8% | -50.9% | +77.7% | +25.4% |
| All | +26.8% | -54.8% | +81.6% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling