+67.6%
KIM vs CASY
+161.8%
-94.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.1% | +3.6% | -3.4% | -0.4% |
| 30D | +14.1% | +9.1% | +5.1% | +12.7% |
| 3M | +6.0% | -16.5% | +22.5% | +8.5% |
| 6M | +13.2% | -19.7% | +32.9% | +16.5% |
| YTD | +30.4% | +29.3% | +1.1% | +22.5% |
| 1Y | +31.0% | +33.1% | -2.1% | +22.2% |
| 3Y | +67.6% | +158.5% | -90.9% | +37.3% |
| All | +67.6% | +161.8% | -94.2% | +37.3% |
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 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