+1,782.5%
KMB vs CASY
+36,294.0%
-34,511.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -5.5% | -11.3% | +5.9% | -3.9% |
| 3M | +14.0% | -0.6% | +14.6% | +13.5% |
| 6M | +4.1% | +10.7% | -6.6% | +1.9% |
| YTD | +8.0% | +37.1% | -29.1% | +2.6% |
| 1Y | -13.7% | +52.3% | -66.0% | -19.5% |
| 3Y | -5.9% | +215.2% | -221.1% | -21.8% |
| 5Y | -8.6% | +276.5% | -285.1% | -26.4% |
| 10Y | +17.3% | +508.4% | -491.1% | -13.1% |
| All | +1,782.5% | +36,294.0% | -34,511.5% | +746.8% |
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