+488.5%
CSX vs KEYS
+1,005.8%
-517.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.9% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | -1.5% | -5.3% | +3.7% | 0.0% |
| 3M | +6.0% | +0.5% | +5.4% | +4.4% |
| 6M | +20.6% | +14.0% | +6.5% | +13.0% |
| YTD | +36.5% | +60.3% | -23.8% | +11.4% |
| 1Y | +55.0% | +91.3% | -36.3% | +17.6% |
| 3Y | +70.8% | +146.1% | -75.4% | +14.0% |
| 5Y | +69.6% | +80.8% | -11.2% | +24.6% |
| All | +488.5% | +1,005.8% | -517.2% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling