+10,299.8%
CSX vs KEY
+1,017.8%
+9,281.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | +0.1% | +1.7% | -1.5% | -0.4% |
| 30D | +9.7% | +6.8% | +3.0% | +7.5% |
| 3M | +2.3% | -5.8% | +8.1% | +4.0% |
| 6M | +17.1% | +1.4% | +15.6% | +16.2% |
| YTD | +44.9% | +7.5% | +37.4% | +41.1% |
| 1Y | +47.1% | +29.6% | +17.5% | +35.2% |
| 3Y | +78.6% | +118.8% | -40.2% | +37.1% |
| 5Y | +57.2% | +16.8% | +40.4% | +38.5% |
| 10Y | +479.2% | +133.0% | +346.1% | +290.0% |
| All | +10,299.8% | +1,017.8% | +9,281.9% | +3,160.2% |
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