+3,058.9%
KIM vs CASY
+25,539.1%
-22,480.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -4.0% | -11.3% | +7.4% | -0.8% |
| 3M | +0.5% | -0.6% | +1.2% | -0.3% |
| 6M | +3.6% | +10.7% | -7.1% | -0.8% |
| YTD | +20.4% | +37.1% | -16.7% | +8.4% |
| 1Y | +9.7% | +52.3% | -42.6% | -4.4% |
| 3Y | +46.0% | +215.2% | -169.2% | +1.1% |
| 5Y | +34.4% | +276.5% | -242.0% | -12.3% |
| 10Y | +29.3% | +508.4% | -479.1% | -26.2% |
| All | +3,058.9% | +25,539.1% | -22,480.2% | +999.8% |
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