-43.1%
KHC vs CASY
+758.4%
-801.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | +14.4% | -0.6% | +15.0% | +13.4% |
| 6M | +8.7% | +10.7% | -2.0% | +4.4% |
| YTD | +7.8% | +37.1% | -29.3% | -2.2% |
| 1Y | -1.5% | +52.3% | -53.8% | -13.3% |
| 3Y | -9.9% | +215.2% | -225.0% | -37.5% |
| 5Y | -10.7% | +276.5% | -287.2% | -42.4% |
| 10Y | -55.7% | +508.4% | -564.1% | -75.8% |
| All | -43.1% | +758.4% | -801.5% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling