+99.5%
KEY vs CASY
+565.2%
-465.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.4% |
| 7D | -0.5% | +5.8% | -6.3% | -2.7% |
| 30D | +6.7% | +10.7% | -4.0% | +2.4% |
| 3M | -4.6% | -13.9% | +9.3% | +0.2% |
| 6M | +2.6% | -18.4% | +21.0% | +8.3% |
| YTD | +7.0% | +29.6% | -22.7% | -9.0% |
| 1Y | +23.5% | +32.8% | -9.4% | +3.5% |
| 3Y | +126.4% | +162.3% | -35.9% | +30.0% |
| 5Y | +13.0% | +265.0% | -252.0% | -46.9% |
| 10Y | +99.5% | +555.4% | -455.9% | -25.4% |
| All | +99.5% | +565.2% | -465.7% | -25.4% |
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