+212.7%
KEEL vs CASY
+163.1%
+49.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.2% |
| 7D | +2.7% | -17.2% | +19.9% | +9.7% |
| 30D | +4.6% | -24.4% | +28.9% | +15.6% |
| 3M | -34.5% | -31.4% | -3.1% | -24.8% |
| 6M | +59.3% | -8.9% | +68.2% | +54.3% |
| YTD | +46.4% | +13.8% | +32.6% | +24.0% |
| 1Y | +96.6% | +17.0% | +79.6% | +63.3% |
| All | +212.7% | +163.1% | +49.6% | +96.8% |
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