+83.1%
KO vs CASY
+230.5%
-147.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.1% | -17.2% | +16.1% | +1.4% |
| 30D | +1.6% | -24.4% | +25.9% | +5.4% |
| 3M | +5.8% | -31.4% | +37.1% | +11.3% |
| 6M | +14.3% | -8.9% | +23.2% | +14.5% |
| YTD | +27.3% | +13.8% | +13.5% | +23.0% |
| 1Y | +33.2% | +17.0% | +16.2% | +27.8% |
| 3Y | +64.5% | +163.1% | -98.7% | +31.9% |
| 5Y | +83.1% | +239.0% | -155.9% | +34.3% |
| All | +83.1% | +230.5% | -147.4% | +34.3% |
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