-17.6%
KEYS vs RCAT
-59.7%
+42.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.3% | -1.5% |
| 7D | +9.4% | -5.9% | +15.3% | +10.4% |
| 30D | -16.8% | -19.7% | +2.9% | -14.4% |
| 3M | -15.9% | -62.9% | +47.0% | -6.5% |
| 6M | -17.6% | -59.6% | +42.0% | -10.6% |
| All | -17.6% | -59.7% | +42.2% | -10.6% |
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