+3,315.9%
KIM vs CASY
+23,240.3%
-19,924.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +4.1% | +1.1% | +3.0% | +3.7% |
| 30D | +16.8% | +8.7% | +8.1% | +14.1% |
| 3M | +5.7% | -17.3% | +23.0% | +10.7% |
| 6M | +9.7% | -19.7% | +29.4% | +14.7% |
| YTD | +30.2% | +24.8% | +5.4% | +19.7% |
| 1Y | +32.1% | +31.9% | +0.2% | +19.3% |
| 3Y | +58.6% | +155.4% | -96.8% | +16.2% |
| 5Y | +31.2% | +250.6% | -219.4% | -13.1% |
| 10Y | +66.7% | +556.8% | -490.2% | -6.7% |
| All | +3,315.9% | +23,240.3% | -19,924.4% | +1,114.1% |
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