+720.4%
KKR vs CASY
+465.7%
+254.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.7% | +3.4% |
| 7D | -2.2% | -16.5% | +14.3% | +3.7% |
| 30D | +0.3% | -26.4% | +26.6% | +10.7% |
| 3M | +8.8% | -17.3% | +26.1% | +13.2% |
| 6M | +14.9% | -5.2% | +20.1% | +12.4% |
| YTD | -17.9% | +14.1% | -32.0% | -25.9% |
| 1Y | -23.7% | +16.6% | -40.3% | -32.1% |
| 3Y | +69.1% | +163.7% | -94.7% | +3.3% |
| 5Y | +72.6% | +231.3% | -158.8% | -5.7% |
| All | +720.4% | +465.7% | +254.8% | +257.1% |
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 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