+294.5%
KEEL vs CASY
+283.5%
+11.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.9% | +5.7% | +4.5% |
| 7D | +2.9% | -18.6% | +21.5% | +10.6% |
| 30D | +0.8% | -26.6% | +27.5% | +12.6% |
| 3M | -35.3% | -32.8% | -2.5% | -25.6% |
| 6M | +59.4% | -10.0% | +69.4% | +58.9% |
| YTD | +51.9% | +11.6% | +40.3% | +37.2% |
| 1Y | +75.0% | +11.5% | +63.5% | +57.6% |
| 3Y | +224.5% | +160.7% | +63.9% | +108.1% |
| 5Y | -35.9% | +232.4% | -268.3% | -62.7% |
| All | +294.5% | +283.5% | +11.0% | +104.6% |
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