+47.1%
CSX vs KEYS
+55.9%
-8.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.3% | +8.9% | +3.1% |
| 7D | +0.1% | -14.8% | +14.9% | +1.4% |
| 30D | +9.7% | -25.6% | +35.3% | +12.7% |
| 3M | +2.3% | -16.2% | +18.5% | +3.4% |
| 6M | +17.1% | -18.6% | +35.7% | +18.4% |
| YTD | +44.9% | +40.7% | +4.2% | +33.1% |
| 1Y | +47.1% | +59.6% | -12.5% | +31.3% |
| All | +47.1% | +55.9% | -8.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling