+33.5%
KDP vs CASY
+162.5%
-129.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.5% | +1.6% |
| 7D | +4.0% | +5.8% | -1.9% | +3.5% |
| 30D | +16.8% | +10.7% | +6.1% | +15.9% |
| 3M | +32.0% | -13.9% | +45.9% | +33.2% |
| 6M | +35.2% | -18.4% | +53.6% | +36.9% |
| YTD | +40.9% | +29.6% | +11.3% | +35.7% |
| 1Y | +47.7% | +32.8% | +14.8% | +41.8% |
| All | +33.5% | +162.5% | -129.1% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling