-54.3%
KHC vs CASY
+553.2%
-607.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +12.0% | +8.7% | +3.3% | +9.9% |
| 3M | +0.2% | -17.3% | +17.5% | +4.1% |
| 6M | +10.3% | -19.7% | +30.1% | +14.6% |
| YTD | +6.7% | +24.8% | -18.1% | -1.5% |
| 1Y | +10.9% | +31.9% | -21.0% | +0.6% |
| 3Y | -12.6% | +155.4% | -168.0% | -36.2% |
| 5Y | -16.3% | +250.6% | -266.9% | -46.0% |
| All | -54.3% | +553.2% | -607.5% | -75.7% |
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