+35.9%
KLAC vs CASY
+34.1%
+1.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +5.2% |
| 7D | +7.5% | +5.8% | +1.7% | +7.4% |
| 30D | -15.3% | +10.7% | -26.0% | -15.8% |
| 3M | -19.6% | -13.9% | -5.7% | -18.2% |
| 6M | -12.5% | -18.4% | +5.9% | -8.5% |
| YTD | +33.0% | +29.6% | +3.4% | +24.2% |
| 1Y | +35.9% | +32.8% | +3.1% | +27.4% |
| All | +35.9% | +34.1% | +1.8% | +27.4% |
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