+136.6%
KMI vs CASY
+468.0%
-331.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -14.2% | +12.5% | +2.0% |
| 7D | -1.8% | -16.5% | +14.8% | +2.8% |
| 30D | +0.1% | -26.4% | +26.4% | +8.2% |
| 3M | +1.2% | -17.3% | +18.5% | +4.9% |
| 6M | -3.9% | -5.2% | +1.3% | -4.6% |
| YTD | +17.5% | +14.1% | +3.4% | +10.3% |
| 1Y | +22.6% | +16.6% | +6.0% | +14.1% |
| 3Y | +116.3% | +163.7% | -47.4% | +51.0% |
| 5Y | +157.6% | +231.3% | -73.7% | +63.2% |
| 10Y | +136.6% | +462.9% | -326.3% | +24.8% |
| All | +136.6% | +468.0% | -331.4% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling