+134.6%
KEYS vs CASY
+156.4%
-21.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.7% |
| 7D | -4.5% | +5.0% | -9.4% | -5.2% |
| 30D | -23.9% | +8.2% | -32.0% | -25.0% |
| 3M | -13.1% | -18.2% | +5.1% | -10.0% |
| 6M | -19.1% | -18.6% | -0.5% | -16.2% |
| YTD | +43.4% | +26.8% | +16.6% | +32.3% |
| 1Y | +58.8% | +31.6% | +27.2% | +45.0% |
| 3Y | +134.6% | +156.5% | -21.9% | +82.0% |
| All | +134.6% | +156.4% | -21.8% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling