+86.4%
KRE vs CASY
+209.8%
-123.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.8% |
| 7D | +2.3% | -4.4% | +6.7% | +3.0% |
| 30D | -2.5% | -12.0% | +9.6% | -0.7% |
| 3M | +6.2% | -2.3% | +8.6% | +5.6% |
| 6M | +15.8% | +10.5% | +5.3% | +11.9% |
| YTD | +16.0% | +33.0% | -17.0% | +7.7% |
| 1Y | +16.2% | +41.1% | -25.0% | +6.0% |
| 3Y | +86.4% | +207.5% | -121.1% | +44.6% |
| All | +86.4% | +209.8% | -123.4% | +44.6% |
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