+29.7%
KIM vs CASY
+34.1%
-4.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.4% |
| 7D | -1.0% | +5.8% | -6.8% | -1.4% |
| 30D | +14.8% | +10.7% | +4.1% | +14.0% |
| 3M | +8.1% | -13.9% | +22.0% | +9.0% |
| 6M | +11.7% | -18.4% | +30.1% | +13.0% |
| YTD | +30.7% | +29.6% | +1.1% | +27.3% |
| 1Y | +29.7% | +32.8% | -3.1% | +26.2% |
| All | +29.7% | +34.1% | -4.3% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling