+67.1%
CSX vs KEYS
+148.6%
-81.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -0.6% | +2.9% | -3.5% | -1.2% |
| 30D | -3.2% | -1.3% | -1.9% | -3.1% |
| 3M | +2.6% | -0.1% | +2.7% | +1.8% |
| 6M | +19.8% | +17.4% | +2.5% | +13.5% |
| YTD | +34.7% | +62.9% | -28.3% | +15.3% |
| 1Y | +52.1% | +95.7% | -43.6% | +22.6% |
| All | +67.1% | +148.6% | -81.4% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling