+151.0%
KRE vs CASY
+3,183.1%
-3,032.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.4% |
| 7D | -0.4% | +3.6% | -4.0% | -2.0% |
| 30D | +6.4% | +7.2% | -0.8% | +3.0% |
| 3M | -3.1% | -16.9% | +13.9% | +4.0% |
| 6M | +6.4% | -19.3% | +25.7% | +13.3% |
| YTD | +15.3% | +25.6% | -10.3% | -1.0% |
| 1Y | +23.3% | +30.2% | -6.9% | +3.6% |
| 3Y | +93.6% | +154.9% | -61.2% | +12.6% |
| 5Y | +13.2% | +252.1% | -238.9% | -45.4% |
| 10Y | +103.1% | +535.8% | -432.7% | -29.8% |
| All | +151.0% | +3,183.1% | -3,032.0% | -69.2% |
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