-22.5%
KWEB vs CASY
+453.5%
-476.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.0% |
| 7D | -5.6% | -18.6% | +13.0% | -2.4% |
| 30D | -10.7% | -26.6% | +16.0% | -6.1% |
| 3M | -7.4% | -32.8% | +25.4% | -1.4% |
| 6M | -19.3% | -10.0% | -9.3% | -18.6% |
| YTD | -27.8% | +11.6% | -39.4% | -29.9% |
| 1Y | -35.9% | +11.5% | -47.4% | -37.9% |
| 3Y | -1.9% | +160.7% | -162.6% | -20.2% |
| 5Y | -43.2% | +232.4% | -275.6% | -56.9% |
| All | -22.5% | +453.5% | -476.0% | -49.3% |
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