+53.0%
CSX vs KR
-13.6%
+66.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.8% |
| 7D | +0.6% | -1.3% | +1.9% | +0.6% |
| 30D | -2.3% | +1.5% | -3.8% | -2.3% |
| 3M | +4.3% | -8.5% | +12.8% | +4.5% |
| 6M | +23.4% | -21.9% | +45.2% | +23.4% |
| YTD | +36.4% | -6.9% | +43.3% | +33.2% |
| 1Y | +53.0% | -14.0% | +67.0% | +52.9% |
| All | +53.0% | -13.6% | +66.7% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling