+416.4%
CSX vs KRE
+94.6%
+321.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.3% | -1.6% | +1.3% | +0.5% |
| 30D | +8.7% | +4.9% | +3.8% | +6.3% |
| 3M | +4.2% | -4.5% | +8.7% | +6.5% |
| 6M | +16.7% | +7.7% | +9.0% | +12.4% |
| YTD | +44.5% | +14.5% | +30.0% | +34.7% |
| 1Y | +50.3% | +21.5% | +28.7% | +36.1% |
| 3Y | +76.3% | +91.2% | -14.9% | +24.3% |
| 5Y | +58.1% | +11.8% | +46.4% | +42.6% |
| 10Y | +416.4% | +89.3% | +327.1% | +218.8% |
| All | +416.4% | +94.6% | +321.8% | +218.8% |
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