+6,838.1%
CSX vs KIM
+3,330.6%
+3,507.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.0% |
| 7D | -2.7% | +5.0% | -7.7% | -4.4% |
| 30D | +7.0% | +15.8% | -8.8% | +1.6% |
| 3M | -0.3% | +4.3% | -4.6% | -1.8% |
| 6M | +13.5% | +11.4% | +2.2% | +9.0% |
| YTD | +41.5% | +30.8% | +10.7% | +28.3% |
| 1Y | +45.8% | +31.4% | +14.3% | +31.8% |
| 3Y | +74.4% | +57.7% | +16.7% | +46.4% |
| 5Y | +53.6% | +31.7% | +21.9% | +35.5% |
| 10Y | +465.6% | +67.4% | +398.2% | +313.4% |
| All | +6,838.1% | +3,330.6% | +3,507.5% | +2,329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling