+931.7%
KEYS vs CASY
+908.1%
+23.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.6% |
| 7D | -4.5% | +5.0% | -9.4% | -5.8% |
| 30D | -23.9% | +8.2% | -32.0% | -25.8% |
| 3M | -13.1% | -18.2% | +5.1% | -8.7% |
| 6M | -19.1% | -18.6% | -0.5% | -15.8% |
| YTD | +43.4% | +26.8% | +16.6% | +29.6% |
| 1Y | +58.8% | +31.6% | +27.2% | +41.7% |
| 3Y | +134.6% | +156.5% | -21.9% | +65.1% |
| 5Y | +58.7% | +258.6% | -199.9% | -1.4% |
| 10Y | +759.0% | +550.3% | +208.7% | +344.9% |
| All | +931.7% | +908.1% | +23.6% | +372.3% |
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