+413.4%
CSX vs KGC
+662.9%
-249.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +8.7% | -8.8% | +17.5% | +9.1% |
| 3M | +4.2% | -21.1% | +25.3% | +5.3% |
| 6M | +16.7% | -32.3% | +49.0% | +18.7% |
| YTD | +44.5% | -23.5% | +67.9% | +45.5% |
| 1Y | +50.3% | -15.0% | +65.2% | +50.5% |
| 3Y | +76.3% | +327.5% | -251.2% | +58.3% |
| 5Y | +58.1% | +244.3% | -186.1% | +41.0% |
| All | +413.4% | +662.9% | -249.5% | +371.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling