+1,959.9%
CSX vs KRE
+146.7%
+1,813.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +3.1% | +0.3% | +2.8% | +2.9% |
| 30D | +9.7% | +5.0% | +4.7% | +6.9% |
| 3M | +4.9% | -5.7% | +10.7% | +8.2% |
| 6M | +18.4% | +7.5% | +10.8% | +13.5% |
| YTD | +45.9% | +13.8% | +32.0% | +35.2% |
| 1Y | +50.0% | +20.7% | +29.3% | +34.7% |
| 3Y | +78.0% | +90.1% | -12.1% | +20.5% |
| 5Y | +59.2% | +11.5% | +47.6% | +38.9% |
| 10Y | +421.4% | +88.2% | +333.1% | +208.0% |
| All | +1,959.9% | +146.7% | +1,813.2% | +832.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling