+33.3%
KNX vs CASY
+161.8%
-128.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.2% |
| 7D | +9.2% | +3.6% | +5.7% | +8.8% |
| 30D | +0.9% | +9.1% | -8.1% | -0.2% |
| 3M | -12.7% | -16.5% | +3.8% | -11.0% |
| 6M | +7.3% | -19.7% | +27.0% | +10.3% |
| YTD | +23.1% | +29.3% | -6.2% | +15.9% |
| 1Y | +47.1% | +33.1% | +13.9% | +37.6% |
| 3Y | +33.3% | +158.5% | -125.3% | +14.9% |
| All | +33.3% | +161.8% | -128.5% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling