+70.6%
CSX vs KEEL
+193.7%
-123.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -1.2% |
| 7D | +0.6% | +21.5% | -20.9% | -0.3% |
| 30D | -2.3% | -3.9% | +1.6% | -2.3% |
| 3M | +4.3% | -34.1% | +38.4% | +5.6% |
| 6M | +23.4% | +82.8% | -59.5% | +18.2% |
| YTD | +36.4% | +58.7% | -22.3% | +30.9% |
| 1Y | +53.0% | +191.4% | -138.4% | +39.9% |
| 3Y | +70.6% | +205.7% | -135.1% | +53.8% |
| All | +70.6% | +193.7% | -123.1% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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