+48.2%
CSX vs KMB
-0.3%
+48.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.9% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | +4.9% | +12.4% | -7.5% | +1.8% |
| 3M | -2.9% | +1.0% | -3.8% | -3.2% |
| 6M | +8.3% | +12.1% | -3.8% | +4.6% |
| YTD | +36.7% | +11.6% | +25.1% | +31.9% |
| 1Y | +41.5% | +13.1% | +28.4% | +35.9% |
| 3Y | +68.6% | +1.6% | +67.0% | +62.2% |
| All | +48.2% | -0.3% | +48.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 5y: compounded portfolio wealth divided by compounded KMB 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…
5y analysis · Full analysis span regression · 6 months rolling