+67.8%
CSX vs KEY
+40.7%
+27.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.4% | +2.2% | -5.6% | -4.0% |
| 30D | -3.1% | -3.0% | -0.1% | -2.3% |
| 3M | +7.2% | +3.3% | +3.8% | +6.1% |
| 6M | +16.2% | +9.2% | +7.0% | +13.2% |
| YTD | +37.5% | +10.6% | +26.9% | +33.3% |
| 1Y | +53.2% | +20.4% | +32.8% | +44.9% |
| 3Y | +68.2% | +121.8% | -53.6% | +34.4% |
| All | +67.8% | +40.7% | +27.1% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling