-52.3%
KHC vs CASY
+565.2%
-617.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -4.6% | +5.8% | -10.4% | -5.8% |
| 30D | +8.1% | +10.7% | -2.6% | +5.6% |
| 3M | 0.0% | -13.9% | +13.9% | +3.0% |
| 6M | +7.9% | -18.4% | +26.4% | +11.8% |
| YTD | +5.3% | +29.6% | -24.4% | -3.7% |
| 1Y | +5.1% | +32.8% | -27.7% | -4.6% |
| 3Y | -12.8% | +162.3% | -175.0% | -36.6% |
| 5Y | -16.2% | +265.0% | -281.2% | -46.3% |
| 10Y | -52.3% | +555.4% | -607.6% | -74.6% |
| All | -52.3% | +565.2% | -617.4% | -74.6% |
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