-13.7%
KHC vs CASY
+162.5%
-176.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | -4.6% | +5.8% | -10.4% | -4.9% |
| 30D | +8.1% | +10.7% | -2.6% | +7.5% |
| 3M | 0.0% | -13.9% | +13.9% | +0.8% |
| 6M | +7.9% | -18.4% | +26.4% | +8.9% |
| YTD | +5.3% | +29.6% | -24.4% | +2.6% |
| 1Y | +5.1% | +32.8% | -27.7% | +2.3% |
| All | -13.7% | +162.5% | -176.3% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling