+65.1%
CSX vs KEEL
-39.1%
+104.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.3% |
| 7D | -0.6% | +19.3% | -19.9% | -1.5% |
| 30D | -3.2% | +9.1% | -12.3% | -3.9% |
| 3M | +2.6% | -31.5% | +34.1% | +3.8% |
| 6M | +19.8% | +75.8% | -56.0% | +14.3% |
| YTD | +34.7% | +57.9% | -23.2% | +28.5% |
| 1Y | +52.1% | +133.3% | -81.2% | +39.6% |
| 3Y | +68.4% | +204.1% | -135.7% | +44.1% |
| 5Y | +65.1% | -37.5% | +102.6% | +45.0% |
| All | +65.1% | -39.1% | +104.2% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling