-54.1%
KHC vs CASY
+551.3%
-605.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | -2.0% | +3.6% | -5.6% | -2.8% |
| 30D | +9.7% | +7.2% | +2.5% | +7.9% |
| 3M | -2.0% | -16.9% | +14.9% | +1.7% |
| 6M | +5.4% | -19.3% | +24.8% | +9.4% |
| YTD | +5.9% | +25.6% | -19.7% | -2.4% |
| 1Y | +7.5% | +30.2% | -22.7% | -2.1% |
| 3Y | -12.4% | +154.9% | -167.3% | -35.9% |
| 5Y | -15.8% | +252.1% | -268.0% | -45.7% |
| 10Y | -54.1% | +535.8% | -589.9% | -75.6% |
| All | -54.1% | +551.3% | -605.4% | -75.6% |
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