+41.2%
KEY vs RCAT
+183.7%
-142.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +2.2% | -1.4% | +3.6% | +2.3% |
| 30D | -3.0% | -3.3% | +0.3% | -2.9% |
| 3M | +3.3% | -43.2% | +46.5% | +6.1% |
| 6M | +9.2% | -43.2% | +52.4% | +11.0% |
| YTD | +10.6% | +5.5% | +5.1% | +7.4% |
| 1Y | +20.4% | -1.6% | +22.0% | +16.0% |
| 3Y | +121.8% | +773.7% | -651.8% | +78.1% |
| All | +41.2% | +183.7% | -142.5% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling