+312.2%
KEEL vs CASY
+357.0%
-44.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.0% | +10.5% | +8.7% |
| 7D | +21.5% | -4.4% | +25.9% | +23.5% |
| 30D | -3.9% | -12.0% | +8.2% | +0.6% |
| 3M | -34.1% | -2.3% | -31.8% | -35.4% |
| 6M | +82.8% | +10.5% | +72.3% | +69.1% |
| YTD | +58.7% | +33.0% | +25.7% | +34.8% |
| 1Y | +191.4% | +41.1% | +150.3% | +141.1% |
| 3Y | +205.7% | +207.5% | -1.8% | +85.2% |
| 5Y | -37.0% | +290.7% | -327.7% | -65.3% |
| All | +312.2% | +357.0% | -44.9% | +101.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling