+934.0%
CSX vs KDP
+1,300.8%
-366.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +0.1% |
| 7D | +0.1% | +5.3% | -5.2% | -2.2% |
| 30D | +9.7% | +19.1% | -9.4% | +1.7% |
| 3M | +2.3% | +19.2% | -16.9% | -5.6% |
| 6M | +17.1% | +29.3% | -12.2% | +3.9% |
| YTD | +44.9% | +35.5% | +9.4% | +25.5% |
| 1Y | +47.1% | +43.5% | +3.6% | +24.1% |
| 3Y | +78.6% | +29.0% | +49.5% | +54.5% |
| 5Y | +57.2% | +16.2% | +41.0% | +41.5% |
| 10Y | +479.2% | +235.5% | +243.7% | +201.5% |
| All | +934.0% | +1,300.8% | -366.8% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling