+48.2%
CSX vs KDP
+14.9%
+33.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -5.5% | +2.2% | -7.7% | -6.3% |
| 30D | +4.9% | +19.9% | -15.0% | -1.2% |
| 3M | -2.9% | +21.5% | -24.3% | -9.2% |
| 6M | +8.3% | +30.1% | -21.8% | -1.4% |
| YTD | +36.7% | +34.9% | +1.8% | +22.4% |
| 1Y | +41.5% | +43.4% | -1.9% | +24.0% |
| 3Y | +68.6% | +29.1% | +39.5% | +50.2% |
| All | +48.2% | +14.9% | +33.3% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling