+9,772.3%
CSX vs KR
+4,491.2%
+5,281.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | +1.5% | -4.9% | -3.7% |
| 30D | -3.1% | +4.1% | -7.2% | -3.9% |
| 3M | +7.2% | -5.2% | +12.4% | +8.0% |
| 6M | +16.2% | -12.8% | +28.9% | +18.7% |
| YTD | +37.5% | -4.6% | +42.2% | +37.7% |
| 1Y | +53.2% | -11.7% | +64.9% | +55.7% |
| 3Y | +68.2% | +36.3% | +32.0% | +53.4% |
| 5Y | +65.2% | +40.0% | +25.2% | +47.6% |
| 10Y | +504.1% | +122.2% | +381.9% | +361.9% |
| All | +9,772.3% | +4,491.2% | +5,281.0% | +3,724.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling