+1,013.4%
KEY vs CASY
+33,122.1%
-32,108.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.4% |
| 7D | -2.5% | +1.8% | -4.3% | -3.0% |
| 30D | +4.1% | +11.2% | -7.1% | +0.6% |
| 3M | -8.4% | -19.1% | +10.7% | -3.1% |
| 6M | -2.3% | -19.9% | +17.6% | +2.2% |
| YTD | +4.6% | +25.2% | -20.6% | -5.0% |
| 1Y | +24.6% | +31.6% | -7.1% | +11.1% |
| 3Y | +112.8% | +155.4% | -42.6% | +51.1% |
| 5Y | +12.9% | +251.5% | -238.6% | -28.0% |
| 10Y | +126.7% | +558.6% | -432.0% | +19.3% |
| All | +1,013.4% | +33,122.1% | -32,108.7% | +148.0% |
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