+164.3%
KNX vs CASY
+464.4%
-300.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -0.5% | -17.2% | +16.8% | +5.4% |
| 30D | +1.0% | -24.4% | +25.4% | +10.0% |
| 3M | -12.6% | -31.4% | +18.8% | -2.1% |
| 6M | +21.1% | -8.9% | +30.0% | +21.2% |
| YTD | +33.2% | +13.8% | +19.4% | +23.0% |
| 1Y | +67.8% | +17.0% | +50.8% | +52.9% |
| 3Y | +37.3% | +163.1% | -125.8% | -12.2% |
| 5Y | +41.1% | +239.0% | -197.9% | -20.1% |
| All | +164.3% | +464.4% | -300.1% | +21.1% |
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