+463.0%
KGC vs CASY
+276.6%
+186.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +20.3% | -11.3% | +31.6% | +23.3% |
| 3M | +8.1% | -0.6% | +8.7% | +6.2% |
| 6M | -8.8% | +10.7% | -19.5% | -13.5% |
| YTD | +10.1% | +37.1% | -27.1% | -2.1% |
| 1Y | +44.2% | +52.3% | -8.1% | +24.0% |
| 3Y | +533.0% | +215.2% | +317.8% | +339.9% |
| All | +463.0% | +276.6% | +186.4% | +270.1% |
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