+103.8%
KEY vs RCAT
-100.0%
+203.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.9% | +12.1% | -2.7% |
| 7D | -2.5% | -32.6% | +30.1% | -2.4% |
| 30D | +4.1% | -46.3% | +50.4% | +4.1% |
| 3M | -8.4% | -60.7% | +52.3% | -8.3% |
| 6M | -2.3% | -67.4% | +65.1% | -2.2% |
| YTD | +4.6% | -57.1% | +61.6% | +4.6% |
| 1Y | +24.6% | -63.8% | +88.3% | +24.6% |
| 3Y | +112.8% | +268.1% | -155.3% | +112.8% |
| 5Y | +12.9% | +25.2% | -12.3% | +12.9% |
| 10Y | +126.7% | -99.7% | +226.4% | +133.7% |
| All | +103.8% | -100.0% | +203.8% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling