+1,278.3%
KDP vs CASY
+3,555.7%
-2,277.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +19.9% | +8.7% | +11.2% | +17.8% |
| 3M | +21.5% | -17.3% | +38.8% | +25.9% |
| 6M | +30.1% | -19.7% | +49.8% | +34.7% |
| YTD | +34.9% | +24.8% | +10.1% | +26.1% |
| 1Y | +43.4% | +31.9% | +11.5% | +32.0% |
| 3Y | +29.1% | +155.4% | -126.3% | 0.0% |
| 5Y | +15.0% | +250.6% | -235.6% | -18.5% |
| 10Y | +234.1% | +556.8% | -322.8% | +92.9% |
| All | +1,278.3% | +3,555.7% | -2,277.3% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling