+432.1%
CSX vs KEYS
+1,072.8%
-640.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.4% |
| 7D | -3.4% | +2.3% | -5.6% | -4.1% |
| 30D | -3.1% | -2.6% | -0.5% | -2.5% |
| 3M | +7.2% | -4.6% | +11.8% | +7.6% |
| 6M | +16.2% | +8.7% | +7.4% | +10.8% |
| YTD | +37.5% | +61.0% | -23.5% | +12.2% |
| 1Y | +53.2% | +96.0% | -42.8% | +15.3% |
| 3Y | +68.2% | +144.4% | -76.2% | +13.0% |
| 5Y | +65.2% | +80.5% | -15.3% | +21.7% |
| 10Y | +504.1% | +974.9% | -470.8% | +122.6% |
| All | +432.1% | +1,072.8% | -640.6% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling