+59.6%
KEYS vs RCAT
-59.1%
+118.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -10.3% | +4.0% | -5.1% |
| 7D | -14.8% | -18.5% | +3.7% | -12.7% |
| 30D | -25.6% | -37.0% | +11.4% | -21.8% |
| 3M | -16.2% | -54.9% | +38.6% | -9.1% |
| 6M | -18.6% | -63.6% | +45.0% | -11.3% |
| YTD | +40.7% | -49.6% | +90.2% | +45.3% |
| 1Y | +59.6% | -57.8% | +117.4% | +68.3% |
| All | +59.6% | -59.1% | +118.8% | +68.3% |
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 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