+115.7%
KEY vs RCAT
-100.0%
+215.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | -3.0% | -3.3% | +0.3% | -3.0% |
| 3M | +3.3% | -43.2% | +46.5% | +3.4% |
| 6M | +9.2% | -43.2% | +52.4% | +9.2% |
| YTD | +10.6% | +5.5% | +5.1% | +10.6% |
| 1Y | +20.4% | -1.6% | +22.0% | +20.4% |
| 3Y | +121.8% | +773.7% | -651.8% | +121.8% |
| 5Y | +41.1% | +187.6% | -146.5% | +41.1% |
| 10Y | +168.5% | -98.5% | +267.0% | +177.1% |
| All | +115.7% | -100.0% | +215.7% | +173.2% |
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