+155.8%
KRE vs CASY
+3,483.0%
-3,327.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -2.7% | -11.3% | +8.7% | +2.4% |
| 3M | +8.2% | -0.6% | +8.8% | +6.0% |
| 6M | +12.8% | +10.7% | +2.1% | +4.4% |
| YTD | +17.5% | +37.1% | -19.6% | -2.0% |
| 1Y | +16.6% | +52.3% | -35.7% | -8.2% |
| 3Y | +79.5% | +215.2% | -135.7% | -5.2% |
| 5Y | +32.4% | +276.5% | -244.1% | -37.4% |
| 10Y | +124.1% | +508.4% | -384.2% | -19.9% |
| All | +155.8% | +3,483.0% | -3,327.2% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling