+51.8%
CSX vs KRMN
+32.3%
+19.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +0.6% | -3.4% | +4.0% | +0.8% |
| 30D | -2.3% | -31.8% | +29.6% | -0.7% |
| 3M | +4.3% | -20.0% | +24.3% | +5.0% |
| 6M | +23.4% | -60.5% | +83.9% | +28.2% |
| YTD | +36.4% | -45.8% | +82.2% | +37.0% |
| 1Y | +53.0% | -36.4% | +89.4% | +50.6% |
| All | +51.8% | +32.3% | +19.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 3y: compounded portfolio wealth divided by compounded KRMN 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…
3y analysis · Full analysis span regression · 6 months rolling