+64.0%
KIM vs CASY
+553.2%
-489.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | +4.1% | +1.1% | +3.0% | +3.6% |
| 30D | +16.8% | +8.7% | +8.1% | +13.0% |
| 3M | +5.7% | -17.3% | +23.0% | +12.8% |
| 6M | +9.7% | -19.7% | +29.4% | +16.8% |
| YTD | +30.2% | +24.8% | +5.4% | +13.5% |
| 1Y | +32.1% | +31.9% | +0.2% | +12.0% |
| 3Y | +58.6% | +155.4% | -96.8% | -6.2% |
| 5Y | +31.2% | +250.6% | -219.4% | -36.2% |
| All | +64.0% | +553.2% | -489.2% | -36.3% |
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