+409.0%
CSX vs KRE
+98.5%
+310.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +8.1% | +5.9% | +2.2% | +5.2% |
| 3M | +2.2% | -3.3% | +5.5% | +3.8% |
| 6M | +14.6% | +5.8% | +8.8% | +11.2% |
| YTD | +42.2% | +14.7% | +27.5% | +32.5% |
| 1Y | +47.3% | +22.0% | +25.3% | +33.2% |
| 3Y | +73.5% | +91.6% | -18.1% | +22.2% |
| 5Y | +54.1% | +13.0% | +41.1% | +38.2% |
| 10Y | +409.0% | +94.0% | +315.0% | +211.8% |
| All | +409.0% | +98.5% | +310.4% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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