+10,056.0%
CSX vs KMB
+1,925.1%
+8,130.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.9% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +7.0% | +14.1% | -7.1% | +1.9% |
| 3M | -0.3% | -0.5% | +0.2% | -0.3% |
| 6M | +13.5% | +16.6% | -3.0% | +6.6% |
| YTD | +41.5% | +13.7% | +27.8% | +33.7% |
| 1Y | +45.8% | +16.1% | +29.7% | +36.5% |
| 3Y | +74.4% | +4.7% | +69.7% | +66.5% |
| 5Y | +53.6% | +1.5% | +52.1% | +47.2% |
| 10Y | +465.6% | +40.5% | +425.1% | +363.9% |
| All | +10,056.0% | +1,925.1% | +8,130.9% | +2,940.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling