+427.3%
CSX vs KIM
+64.5%
+362.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.2% |
| 7D | -5.5% | +4.1% | -9.6% | -6.8% |
| 30D | +4.9% | +16.8% | -11.9% | -0.4% |
| 3M | -2.9% | +5.7% | -8.6% | -4.7% |
| 6M | +8.3% | +9.7% | -1.3% | +4.8% |
| YTD | +36.7% | +30.2% | +6.5% | +24.7% |
| 1Y | +41.5% | +32.1% | +9.4% | +28.4% |
| 3Y | +68.6% | +58.6% | +10.0% | +42.8% |
| 5Y | +48.4% | +31.2% | +17.3% | +32.0% |
| All | +427.3% | +64.5% | +362.8% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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