+222.0%
KGC vs CASY
+266.7%
-44.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | -6.7% | +3.6% | -10.2% | -7.3% |
| 30D | -6.7% | +9.1% | -15.7% | -8.3% |
| 3M | -22.6% | -16.5% | -6.1% | -19.9% |
| 6M | -33.4% | -19.7% | -13.7% | -30.6% |
| YTD | -26.0% | +29.3% | -55.3% | -33.7% |
| 1Y | -18.3% | +33.1% | -51.4% | -27.6% |
| 3Y | +315.8% | +158.5% | +157.3% | +201.0% |
| All | +222.0% | +266.7% | -44.7% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling