+41.8%
KNX vs CASY
+234.8%
-193.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.2% | +11.4% | +0.4% |
| 7D | +2.3% | -16.5% | +18.9% | +6.4% |
| 30D | +0.5% | -26.4% | +26.8% | +7.5% |
| 3M | -14.1% | -17.3% | +3.2% | -11.4% |
| 6M | +19.8% | -5.2% | +25.0% | +17.8% |
| YTD | +32.7% | +14.1% | +18.7% | +23.7% |
| 1Y | +62.3% | +16.6% | +45.7% | +49.9% |
| 3Y | +36.8% | +163.7% | -126.9% | -8.4% |
| 5Y | +41.8% | +231.3% | -189.5% | -18.0% |
| All | +41.8% | +234.8% | -193.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling