+1,852.5%
KMB vs CASY
+34,306.3%
-32,453.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -4.0% | -2.0% |
| 7D | +0.1% | +5.8% | -5.8% | -0.7% |
| 30D | +10.2% | +10.7% | -0.5% | +8.7% |
| 3M | +1.5% | -13.9% | +15.3% | +3.4% |
| 6M | +16.6% | -18.4% | +35.1% | +19.1% |
| YTD | +12.1% | +29.6% | -17.6% | +7.0% |
| 1Y | +11.1% | +32.8% | -21.7% | +5.6% |
| 3Y | +1.9% | +162.3% | -160.3% | -12.9% |
| 5Y | -1.3% | +265.0% | -266.3% | -20.1% |
| 10Y | +37.8% | +555.4% | -517.6% | +1.2% |
| All | +1,852.5% | +34,306.3% | -32,453.9% | +783.9% |
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