+953.7%
KEYS vs RCAT
-99.9%
+1,053.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.3% | -2.1% |
| 7D | +9.4% | -5.9% | +15.3% | +9.5% |
| 30D | -16.8% | -19.7% | +2.9% | -16.6% |
| 3M | -15.9% | -62.9% | +47.0% | -15.1% |
| 6M | -17.6% | -59.6% | +42.0% | -17.0% |
| YTD | +46.5% | -52.1% | +98.6% | +47.1% |
| 1Y | +66.9% | -50.9% | +117.8% | +67.5% |
| 3Y | +141.4% | +333.8% | -192.4% | +136.8% |
| 5Y | +59.5% | +40.7% | +18.8% | +57.0% |
| 10Y | +761.1% | -99.8% | +860.8% | +720.4% |
| All | +953.7% | -99.9% | +1,053.6% | +896.7% |
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