+634.8%
KGC vs CASY
+565.2%
+69.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | +0.2% | +5.8% | -5.6% | -0.6% |
| 30D | -8.8% | +10.7% | -19.5% | -10.2% |
| 3M | -21.1% | -13.9% | -7.2% | -19.6% |
| 6M | -32.3% | -18.4% | -13.9% | -30.8% |
| YTD | -23.5% | +29.6% | -53.1% | -28.1% |
| 1Y | -15.0% | +32.8% | -47.8% | -20.6% |
| 3Y | +327.5% | +162.3% | +165.3% | +258.9% |
| 5Y | +244.3% | +265.0% | -20.7% | +177.0% |
| 10Y | +634.8% | +555.4% | +79.4% | +505.4% |
| All | +634.8% | +565.2% | +69.6% | +505.4% |
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