+1,842.4%
CSX vs KRE
+154.6%
+1,687.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.6% |
| 7D | -3.4% | +1.3% | -4.7% | -4.0% |
| 30D | -3.1% | -2.7% | -0.4% | -1.7% |
| 3M | +7.2% | +8.2% | -1.0% | +2.6% |
| 6M | +16.2% | +12.8% | +3.4% | +8.6% |
| YTD | +37.5% | +17.5% | +20.0% | +25.4% |
| 1Y | +53.2% | +16.6% | +36.6% | +39.7% |
| 3Y | +68.2% | +79.5% | -11.2% | +17.1% |
| 5Y | +65.2% | +32.4% | +32.8% | +30.4% |
| 10Y | +504.1% | +124.1% | +380.0% | +222.2% |
| All | +1,842.4% | +154.6% | +1,687.8% | +764.5% |
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