+1,844.7%
KMB vs CASY
+33,031.0%
-31,186.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | +12.4% | +8.7% | +3.7% | +11.1% |
| 3M | +1.0% | -17.3% | +18.3% | +3.5% |
| 6M | +12.1% | -19.7% | +31.9% | +14.8% |
| YTD | +11.6% | +24.8% | -13.2% | +7.2% |
| 1Y | +13.1% | +31.9% | -18.8% | +7.7% |
| 3Y | +1.6% | +155.4% | -153.8% | -12.9% |
| 5Y | -0.3% | +250.6% | -250.9% | -18.9% |
| 10Y | +37.9% | +556.8% | -518.9% | +1.3% |
| All | +1,844.7% | +33,031.0% | -31,186.3% | +785.2% |
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