+412.6%
CSX vs KRE
+110.3%
+302.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.0% | +1.9% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | +6.8% | +6.4% | +0.4% | +3.7% |
| 3M | +0.7% | -3.1% | +3.8% | +2.2% |
| 6M | +13.3% | +6.4% | +6.9% | +9.7% |
| YTD | +40.5% | +15.3% | +25.2% | +30.6% |
| 1Y | +44.7% | +23.3% | +21.4% | +30.2% |
| 3Y | +74.5% | +93.6% | -19.1% | +22.3% |
| 5Y | +52.0% | +13.2% | +38.8% | +36.2% |
| 10Y | +412.6% | +103.1% | +309.5% | +207.6% |
| All | +412.6% | +110.3% | +302.3% | +207.6% |
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