+73.5%
CSX vs KDP
+32.8%
+40.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | +0.7% | +8.2% | -7.5% | -1.3% |
| 30D | +8.1% | +18.4% | -10.3% | +3.5% |
| 3M | +2.2% | +29.2% | -27.0% | -4.5% |
| 6M | +14.6% | +32.3% | -17.7% | +6.1% |
| YTD | +42.2% | +38.5% | +3.7% | +29.7% |
| 1Y | +47.3% | +48.5% | -1.2% | +32.1% |
| 3Y | +73.5% | +32.5% | +41.1% | +58.7% |
| All | +73.5% | +32.8% | +40.8% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling