+1,078.2%
KEY vs CASY
+36,294.0%
-35,215.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -3.0% | -11.3% | +8.3% | +0.4% |
| 3M | +3.3% | -0.6% | +4.0% | +2.0% |
| 6M | +9.2% | +10.7% | -1.5% | +3.9% |
| YTD | +10.6% | +37.1% | -26.5% | -1.6% |
| 1Y | +20.4% | +52.3% | -31.9% | +3.2% |
| 3Y | +121.8% | +215.2% | -93.3% | +48.5% |
| 5Y | +41.1% | +276.5% | -235.4% | -11.3% |
| 10Y | +168.5% | +508.4% | -339.8% | +44.8% |
| All | +1,078.2% | +36,294.0% | -35,215.9% | +157.1% |
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