-2.7%
KMB vs CASY
+261.5%
-264.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -3.0% | +2.5% | -5.4% | -3.3% |
| 30D | +9.1% | +10.2% | -1.2% | +7.7% |
| 3M | -0.4% | -15.7% | +15.3% | +1.5% |
| 6M | +13.0% | -18.4% | +31.3% | +15.3% |
| YTD | +10.3% | +28.3% | -17.9% | +5.1% |
| 1Y | +8.2% | +32.6% | -24.3% | +2.4% |
| 3Y | +0.4% | +159.5% | -159.1% | -16.2% |
| 5Y | -2.7% | +263.9% | -266.6% | -26.5% |
| All | -2.7% | +261.5% | -264.2% | -26.5% |
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