+418.4%
CSX vs KEY
+95.2%
+323.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.1% | +1.8% | +1.3% | +2.4% |
| 30D | +9.7% | +7.1% | +2.6% | +7.0% |
| 3M | +4.9% | -5.9% | +10.8% | +7.1% |
| 6M | +18.4% | +2.2% | +16.2% | +17.0% |
| YTD | +45.9% | +6.4% | +39.5% | +41.8% |
| 1Y | +50.0% | +24.8% | +25.2% | +37.6% |
| 3Y | +78.0% | +125.2% | -47.2% | +28.0% |
| 5Y | +59.2% | +13.0% | +46.2% | +41.0% |
| All | +418.4% | +95.2% | +323.1% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling