+464.4%
CSX vs KEYS
+990.4%
-526.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | +3.1% | +16.7% | -13.6% | -2.1% |
| 30D | +9.7% | -17.8% | +27.5% | +15.9% |
| 3M | +4.9% | -14.2% | +19.1% | +8.7% |
| 6M | +18.4% | -15.9% | +34.2% | +22.1% |
| YTD | +45.9% | +49.7% | -3.9% | +20.1% |
| 1Y | +50.0% | +65.3% | -15.3% | +18.7% |
| 3Y | +78.0% | +144.9% | -66.8% | +17.3% |
| 5Y | +59.2% | +63.0% | -3.9% | +20.0% |
| 10Y | +421.4% | +780.0% | -358.7% | +103.2% |
| All | +464.4% | +990.4% | -526.1% | +107.0% |
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