+489.1%
KLAC vs CASY
+274.3%
+214.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.8% |
| 7D | +10.6% | -4.4% | +14.9% | +12.1% |
| 30D | -4.5% | -12.0% | +7.5% | -0.7% |
| 3M | -10.3% | -2.3% | -7.9% | -11.5% |
| 6M | +40.9% | +10.5% | +30.4% | +31.6% |
| YTD | +56.1% | +33.0% | +23.1% | +35.5% |
| 1Y | +109.0% | +41.1% | +67.9% | +75.8% |
| 3Y | +288.8% | +207.5% | +81.3% | +124.8% |
| 5Y | +489.1% | +290.7% | +198.4% | +187.7% |
| All | +489.1% | +274.3% | +214.8% | +187.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling