+6,644.3%
CSX vs KIM
+3,058.9%
+3,585.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -3.1% | -4.0% | +0.9% | -1.7% |
| 3M | +7.2% | +0.5% | +6.6% | +6.8% |
| 6M | +16.2% | +3.6% | +12.6% | +14.5% |
| YTD | +37.5% | +20.4% | +17.1% | +28.4% |
| 1Y | +53.2% | +9.7% | +43.5% | +47.7% |
| 3Y | +68.2% | +46.0% | +22.2% | +44.9% |
| 5Y | +65.2% | +34.4% | +30.8% | +44.6% |
| 10Y | +504.1% | +29.3% | +474.8% | +383.8% |
| All | +6,644.3% | +3,058.9% | +3,585.4% | +2,332.0% |
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