+102.1%
KNX vs CASY
+555.0%
-452.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.1% |
| 7D | +9.2% | +3.6% | +5.7% | +8.0% |
| 30D | +0.9% | +9.1% | -8.1% | -1.9% |
| 3M | -12.7% | -16.5% | +3.8% | -8.1% |
| 6M | +7.3% | -19.7% | +27.0% | +13.2% |
| YTD | +23.1% | +29.3% | -6.2% | +8.9% |
| 1Y | +47.1% | +33.1% | +13.9% | +28.3% |
| 3Y | +33.3% | +158.5% | -125.3% | -12.9% |
| 5Y | +12.1% | +266.7% | -254.6% | -37.9% |
| All | +102.1% | +555.0% | -452.9% | -9.5% |
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