+95.7%
KEYS vs CASY
+22.7%
+73.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.5% | +0.8% |
| 7D | +2.9% | -16.5% | +19.5% | +4.8% |
| 30D | -1.3% | -26.4% | +25.1% | +1.9% |
| 3M | -0.1% | -17.3% | +17.2% | +0.5% |
| 6M | +17.4% | -5.2% | +22.6% | +13.6% |
| YTD | +62.9% | +14.1% | +48.8% | +57.5% |
| 1Y | +95.7% | +16.6% | +79.1% | +89.7% |
| All | +95.7% | +22.7% | +73.0% | +89.7% |
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