+10,056.0%
CSX vs KGC
+219.6%
+9,836.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +7.0% | -9.3% | +16.3% | +7.4% |
| 3M | -0.3% | -15.9% | +15.6% | +0.3% |
| 6M | +13.5% | -24.9% | +38.4% | +14.6% |
| YTD | +41.5% | -23.0% | +64.5% | +42.4% |
| 1Y | +45.8% | -9.9% | +55.7% | +45.6% |
| 3Y | +74.4% | +301.2% | -226.9% | +61.4% |
| 5Y | +53.6% | +278.5% | -224.9% | +41.4% |
| 10Y | +465.6% | +484.3% | -18.6% | +400.4% |
| All | +10,056.0% | +219.6% | +9,836.4% | +8,694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling