+74.7%
CSX vs KR
+37.7%
+37.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.9% |
| 7D | -3.4% | +1.5% | -4.9% | -3.4% |
| 30D | -3.1% | +4.1% | -7.2% | -3.3% |
| 3M | +7.2% | -5.2% | +12.4% | +7.4% |
| 6M | +16.2% | -12.8% | +28.9% | +16.6% |
| YTD | +37.5% | -4.6% | +42.2% | +36.8% |
| 1Y | +53.2% | -11.7% | +64.9% | +53.2% |
| All | +74.7% | +37.7% | +37.1% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling