-10.3%
KHC vs CASY
+276.6%
-286.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | -1.9% | -11.3% | +9.5% | -0.6% |
| 3M | +14.4% | -0.6% | +15.0% | +13.9% |
| 6M | +8.7% | +10.7% | -2.0% | +6.4% |
| YTD | +7.8% | +37.1% | -29.3% | +2.4% |
| 1Y | -1.5% | +52.3% | -53.8% | -8.0% |
| 3Y | -9.9% | +215.2% | -225.0% | -26.8% |
| All | -10.3% | +276.6% | -286.9% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling