+1,058.3%
KEYS vs CASY
+990.2%
+68.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | -4.6% | -0.6% | -4.0% | -6.0% |
| 6M | +8.7% | +10.7% | -2.0% | +3.6% |
| YTD | +61.0% | +37.1% | +23.9% | +43.5% |
| 1Y | +96.0% | +52.3% | +43.7% | +68.2% |
| 3Y | +144.4% | +215.2% | -70.8% | +61.9% |
| 5Y | +80.5% | +276.5% | -196.0% | +11.4% |
| 10Y | +974.9% | +508.4% | +466.6% | +464.4% |
| All | +1,058.3% | +990.2% | +68.0% | +422.6% |
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