+128,260.6%
KLAC vs CASY
+33,247.3%
+95,013.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.7% | +9.1% |
| 7D | -1.1% | +3.6% | -4.7% | -2.4% |
| 30D | -22.6% | +7.2% | -29.8% | -24.7% |
| 3M | -23.5% | -16.9% | -6.6% | -19.6% |
| 6M | -18.8% | -19.3% | +0.5% | -15.1% |
| YTD | +25.0% | +25.6% | -0.6% | +12.2% |
| 1Y | +27.5% | +30.2% | -2.6% | +12.7% |
| 3Y | +206.1% | +154.9% | +51.3% | +111.2% |
| 5Y | +281.0% | +252.1% | +28.9% | +132.8% |
| 10Y | +2,249.0% | +535.8% | +1,713.1% | +1,053.3% |
| All | +128,260.6% | +33,247.3% | +95,013.2% | +20,962.6% |
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