+117.9%
KEY vs CASY
+553.2%
-435.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | +5.1% | +8.7% | -3.5% | +1.6% |
| 3M | -7.1% | -17.3% | +10.2% | -1.0% |
| 6M | -4.4% | -19.7% | +15.4% | +1.4% |
| YTD | +4.0% | +24.8% | -20.8% | -10.2% |
| 1Y | +23.4% | +31.9% | -8.5% | +3.5% |
| 3Y | +113.9% | +155.4% | -41.5% | +24.0% |
| 5Y | +12.3% | +250.6% | -238.2% | -46.3% |
| All | +117.9% | +553.2% | -435.3% | -16.5% |
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