+409.0%
CSX vs KR
+161.7%
+247.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +0.7% | +2.7% | -2.0% | +0.4% |
| 30D | +8.1% | +11.3% | -3.2% | +6.5% |
| 3M | +2.2% | +22.3% | -20.1% | -0.6% |
| 6M | +14.6% | +5.8% | +8.8% | +13.4% |
| YTD | +42.2% | +11.7% | +30.5% | +39.2% |
| 1Y | +47.3% | +8.9% | +38.4% | +44.6% |
| 3Y | +73.5% | +67.1% | +6.4% | +57.5% |
| 5Y | +54.1% | +80.0% | -25.9% | +37.6% |
| 10Y | +409.0% | +156.3% | +252.7% | +285.9% |
| All | +409.0% | +161.7% | +247.3% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling