+283.4%
KEEL vs CASY
+371.1%
-87.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +7.8% | +0.1% | +7.7% | +7.7% |
| 30D | -11.7% | -11.3% | -0.4% | -7.7% |
| 3M | -41.5% | -0.6% | -40.8% | -42.9% |
| 6M | +54.9% | +10.7% | +44.2% | +43.6% |
| YTD | +47.7% | +37.1% | +10.5% | +24.1% |
| 1Y | +177.6% | +52.3% | +125.3% | +122.7% |
| 3Y | +164.9% | +215.2% | -50.3% | +59.1% |
| 5Y | -45.9% | +276.5% | -322.4% | -70.0% |
| All | +283.4% | +371.1% | -87.7% | +85.1% |
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 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