+41.5%
CSX vs KGC
-8.8%
+50.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -3.5% |
| 7D | -5.5% | +10.5% | -16.0% | -6.1% |
| 30D | +4.9% | -4.1% | +9.0% | +5.0% |
| 3M | -2.9% | -13.1% | +10.2% | -2.2% |
| 6M | +8.3% | -27.5% | +35.9% | +10.4% |
| YTD | +36.7% | -20.7% | +57.4% | +37.6% |
| 1Y | +41.5% | -6.1% | +47.6% | +39.4% |
| All | +41.5% | -8.8% | +50.3% | +39.4% |
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