+53.2%
CSX vs KGC
+43.6%
+9.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.0% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -3.1% | +20.3% | -23.4% | -4.0% |
| 3M | +7.2% | +8.1% | -0.9% | +6.6% |
| 6M | +16.2% | -8.8% | +24.9% | +15.9% |
| YTD | +37.5% | +10.1% | +27.5% | +36.7% |
| 1Y | +53.2% | +44.2% | +9.0% | +54.5% |
| All | +53.2% | +43.6% | +9.6% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling