+658.7%
KGC vs CASY
+549.1%
+109.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.9% |
| 7D | +2.4% | -4.4% | +6.8% | +3.1% |
| 30D | +9.2% | -12.0% | +21.3% | +11.2% |
| 3M | +16.7% | -2.3% | +19.1% | +15.8% |
| 6M | -7.0% | +10.5% | -17.5% | -9.8% |
| YTD | +7.5% | +33.0% | -25.5% | +0.9% |
| 1Y | +34.4% | +41.1% | -6.8% | +24.7% |
| 3Y | +552.0% | +207.5% | +344.5% | +438.4% |
| 5Y | +454.5% | +290.7% | +163.8% | +345.2% |
| 10Y | +658.7% | +556.5% | +102.2% | +542.3% |
| All | +658.7% | +549.1% | +109.6% | +542.3% |
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