+45.6%
CSX vs KRE
+22.7%
+22.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.9% |
| 3M | +0.7% | -3.1% | +3.8% | +1.9% |
| 6M | +13.3% | +6.4% | +6.9% | +9.8% |
| YTD | +40.5% | +15.3% | +25.2% | +29.5% |
| All | +45.6% | +22.7% | +22.9% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling