+504.6%
CSX vs KDP
+172.2%
+332.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | -3.1% | +6.0% | -9.1% | -5.1% |
| 3M | +7.2% | +9.2% | -2.0% | +3.5% |
| 6M | +16.2% | +14.7% | +1.5% | +10.2% |
| YTD | +37.5% | +19.2% | +18.4% | +28.5% |
| 1Y | +53.2% | +15.2% | +38.1% | +44.3% |
| 3Y | +68.2% | +6.0% | +62.3% | +61.2% |
| 5Y | +65.2% | +5.4% | +59.8% | +58.2% |
| All | +504.6% | +172.2% | +332.3% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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