+413.0%
KMX vs CASY
+9,849.3%
-9,436.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +1.5% | +5.0% | -3.5% | -0.1% |
| 30D | +3.0% | +8.2% | -5.2% | +0.3% |
| 3M | -7.8% | -18.2% | +10.4% | -2.3% |
| 6M | +34.3% | -18.6% | +52.9% | +40.5% |
| YTD | +40.2% | +26.8% | +13.4% | +25.1% |
| 1Y | +63.0% | +31.6% | +31.4% | +43.3% |
| 3Y | -14.5% | +156.5% | -171.0% | -41.5% |
| 5Y | -64.3% | +258.6% | -323.0% | -78.4% |
| 10Y | +2.8% | +550.3% | -547.5% | -50.1% |
| All | +413.0% | +9,849.3% | -9,436.3% | +9.6% |
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