-4.4%
KEY vs RCAT
-60.9%
+56.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.6% | -19.2% | -0.9% |
| 7D | -1.3% | -12.7% | +11.5% | -1.1% |
| 30D | +5.1% | -34.3% | +39.5% | +6.0% |
| 3M | -7.1% | -53.4% | +46.3% | -5.7% |
| 6M | -4.4% | -62.0% | +57.6% | -4.0% |
| All | -4.4% | -60.9% | +56.6% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling