+9,772.3%
CSX vs KGC
+357.0%
+9,415.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +7.2% | +8.1% | -0.9% | +6.6% |
| 6M | +16.2% | -8.8% | +24.9% | +16.3% |
| YTD | +37.5% | +10.1% | +27.5% | +36.4% |
| 1Y | +53.2% | +44.2% | +9.0% | +49.8% |
| 3Y | +68.2% | +533.0% | -464.8% | +52.7% |
| 5Y | +65.2% | +443.0% | -377.8% | +49.8% |
| 10Y | +504.1% | +678.6% | -174.4% | +427.7% |
| All | +9,772.3% | +357.0% | +9,415.3% | +8,323.2% |
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