+74.5%
CSX vs KDP
+29.6%
+44.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -2.7% | +4.5% | -7.2% | -3.9% |
| 30D | +7.0% | +18.5% | -11.5% | +2.5% |
| 3M | -0.3% | +20.8% | -21.1% | -5.2% |
| 6M | +13.5% | +29.4% | -15.9% | +5.7% |
| YTD | +41.5% | +35.9% | +5.6% | +29.6% |
| 1Y | +45.8% | +42.5% | +3.3% | +32.0% |
| All | +74.5% | +29.6% | +44.9% | +60.0% |
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