+94.0%
KRE vs CASY
+539.5%
-445.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +0.3% | +5.0% | -4.7% | -1.5% |
| 30D | +5.9% | +8.2% | -2.3% | +2.7% |
| 3M | -3.3% | -18.2% | +14.9% | +3.3% |
| 6M | +5.8% | -18.6% | +24.4% | +11.6% |
| YTD | +14.7% | +26.8% | -12.1% | -0.4% |
| 1Y | +22.0% | +31.6% | -9.6% | +3.8% |
| 3Y | +91.6% | +156.5% | -64.9% | +15.0% |
| 5Y | +13.0% | +258.6% | -245.7% | -44.3% |
| 10Y | +94.0% | +550.3% | -456.3% | -23.1% |
| All | +94.0% | +539.5% | -445.5% | -23.1% |
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