+6,872.3%
CSX vs KIM
+3,337.3%
+3,534.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +0.7% | +2.8% | -2.1% | -0.2% |
| 30D | +8.1% | +15.9% | -7.8% | +2.6% |
| 3M | +2.2% | +7.8% | -5.6% | -0.5% |
| 6M | +14.6% | +11.9% | +2.7% | +9.9% |
| YTD | +42.2% | +31.0% | +11.2% | +28.8% |
| 1Y | +47.3% | +32.3% | +15.0% | +32.9% |
| 3Y | +73.5% | +65.5% | +8.1% | +43.3% |
| 5Y | +54.1% | +37.2% | +16.9% | +34.1% |
| 10Y | +409.0% | +63.9% | +345.1% | +275.0% |
| All | +6,872.3% | +3,337.3% | +3,534.9% | +2,339.7% |
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