+127.2%
KR vs CASY
+464.4%
-337.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.7% | -17.2% | +14.6% | +2.0% |
| 30D | +1.9% | -24.4% | +26.3% | +9.4% |
| 3M | -11.0% | -31.4% | +20.4% | -2.3% |
| 6M | -20.2% | -8.9% | -11.3% | -19.6% |
| YTD | -7.3% | +13.8% | -21.1% | -12.5% |
| 1Y | -13.1% | +17.0% | -30.1% | -18.8% |
| 3Y | +29.7% | +163.1% | -133.4% | -7.2% |
| 5Y | +48.8% | +239.0% | -190.2% | -2.5% |
| All | +127.2% | +464.4% | -337.2% | +17.0% |
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 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