+10,056.0%
CSX vs KEY
+987.2%
+9,068.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.5% |
| 7D | -2.7% | -2.5% | -0.2% | -2.0% |
| 30D | +7.0% | +4.1% | +2.9% | +5.7% |
| 3M | -0.3% | -8.4% | +8.1% | +2.3% |
| 6M | +13.5% | -2.3% | +15.8% | +14.0% |
| YTD | +41.5% | +4.6% | +36.9% | +39.0% |
| 1Y | +45.8% | +24.6% | +21.2% | +35.7% |
| 3Y | +74.4% | +112.8% | -38.4% | +35.0% |
| 5Y | +53.6% | +12.9% | +40.7% | +36.8% |
| 10Y | +465.6% | +126.7% | +339.0% | +284.1% |
| All | +10,056.0% | +987.2% | +9,068.8% | +3,111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling