+1,759.9%
TKO vs CASY
+7,225.4%
-5,465.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +5.8% |
| 7D | +7.2% | -4.4% | +11.5% | +8.3% |
| 30D | +4.7% | -12.0% | +16.7% | +7.9% |
| 3M | -3.2% | -2.3% | -0.9% | -3.7% |
| 6M | -2.9% | +10.5% | -13.4% | -6.7% |
| YTD | -5.8% | +33.0% | -38.8% | -13.9% |
| 1Y | -1.1% | +41.1% | -42.2% | -11.0% |
| 3Y | +111.1% | +207.5% | -96.4% | +52.4% |
| 5Y | +315.6% | +290.7% | +24.8% | +178.0% |
| 10Y | +978.5% | +556.5% | +422.0% | +508.6% |
| All | +1,759.9% | +7,225.4% | -5,465.5% | +405.8% |
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