+881.6%
CSX vs KDP
+1,132.0%
-250.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | -3.4% | +1.3% | -4.7% | -3.9% |
| 30D | -3.1% | +6.0% | -9.1% | -5.7% |
| 3M | +7.2% | +9.2% | -2.0% | +2.6% |
| 6M | +16.2% | +14.7% | +1.5% | +8.6% |
| YTD | +37.5% | +19.2% | +18.4% | +26.2% |
| 1Y | +53.2% | +15.2% | +38.1% | +41.9% |
| 3Y | +68.2% | +6.0% | +62.3% | +58.8% |
| 5Y | +65.2% | +5.4% | +59.8% | +55.1% |
| 10Y | +504.1% | +171.9% | +332.3% | +247.5% |
| All | +881.6% | +1,132.0% | -250.4% | +127.2% |
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