+96.0%
KEYS vs CASY
+51.2%
+44.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -2.6% | -11.3% | +8.7% | -1.3% |
| 3M | -4.6% | -0.6% | -4.0% | -5.7% |
| 6M | +8.7% | +10.7% | -2.0% | +4.4% |
| YTD | +61.0% | +37.1% | +23.9% | +53.4% |
| 1Y | +96.0% | +52.3% | +43.7% | +86.1% |
| All | +96.0% | +51.2% | +44.8% | +86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling