+62.4%
KO vs CASY
+163.7%
-101.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.3% | +0.2% |
| 7D | -0.8% | -16.5% | +15.7% | +0.6% |
| 30D | +0.8% | -26.4% | +27.2% | +3.2% |
| 3M | +8.3% | -17.3% | +25.6% | +9.6% |
| 6M | +14.0% | -5.2% | +19.2% | +13.9% |
| YTD | +26.9% | +14.1% | +12.8% | +24.9% |
| 1Y | +32.7% | +16.6% | +16.1% | +30.3% |
| All | +62.4% | +163.7% | -101.3% | +53.9% |
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