+527.8%
KGC vs CASY
+553.2%
-25.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | +10.5% | +1.1% | +9.4% | +10.3% |
| 30D | -4.1% | +8.7% | -12.7% | -5.2% |
| 3M | -13.1% | -17.3% | +4.2% | -11.0% |
| 6M | -27.5% | -19.7% | -7.8% | -25.8% |
| YTD | -20.7% | +24.8% | -45.5% | -25.1% |
| 1Y | -6.1% | +31.9% | -38.0% | -12.2% |
| 3Y | +318.6% | +155.4% | +163.2% | +252.9% |
| 5Y | +289.9% | +250.6% | +39.4% | +215.5% |
| All | +527.8% | +553.2% | -25.4% | +407.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling