+247.9%
KDP vs CASY
+555.0%
-307.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | -0.8% | +3.6% | -4.3% | -1.3% |
| 30D | +9.7% | +9.1% | +0.7% | +8.4% |
| 3M | +17.6% | -16.5% | +34.1% | +20.3% |
| 6M | +25.8% | -19.7% | +45.5% | +28.9% |
| YTD | +33.9% | +29.3% | +4.6% | +27.0% |
| 1Y | +38.9% | +33.1% | +5.7% | +30.9% |
| 3Y | +26.8% | +158.5% | -131.7% | +5.8% |
| 5Y | +16.3% | +266.7% | -250.4% | -9.6% |
| All | +247.9% | +555.0% | -307.1% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling