-55.4%
KHC vs CASY
+549.1%
-604.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.9% |
| 7D | -2.2% | -4.4% | +2.1% | -1.2% |
| 30D | -0.1% | -12.0% | +12.0% | +2.8% |
| 3M | +8.3% | -2.3% | +10.7% | +7.8% |
| 6M | +5.0% | +10.5% | -5.6% | +0.7% |
| YTD | +8.0% | +33.0% | -25.0% | -1.4% |
| 1Y | -1.1% | +41.1% | -42.2% | -11.4% |
| 3Y | -10.7% | +207.5% | -218.2% | -38.2% |
| 5Y | -13.5% | +290.7% | -304.2% | -45.7% |
| 10Y | -55.4% | +556.5% | -611.9% | -76.4% |
| All | -55.4% | +549.1% | -604.5% | -76.4% |
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