+414.9%
CSX vs KEYS
+758.4%
-343.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +6.0% | +9.4% | -3.4% | +2.9% |
| 30D | +7.8% | -16.8% | +24.6% | +13.4% |
| 3M | +4.1% | -15.9% | +20.0% | +8.5% |
| 6M | +17.9% | -17.6% | +35.5% | +22.4% |
| YTD | +44.9% | +46.5% | -1.6% | +20.1% |
| 1Y | +51.1% | +66.9% | -15.7% | +18.9% |
| 3Y | +78.3% | +141.4% | -63.1% | +17.4% |
| 5Y | +58.1% | +59.5% | -1.4% | +19.9% |
| All | +414.9% | +758.4% | -343.4% | +129.3% |
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 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