+53.1%
CSX vs KRMN
+33.3%
+19.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | -3.4% | -12.3% | +8.9% | -2.9% |
| 30D | -3.1% | -27.5% | +24.4% | -1.8% |
| 3M | +7.2% | -26.5% | +33.7% | +8.3% |
| 6M | +16.2% | -59.6% | +75.7% | +20.6% |
| YTD | +37.5% | -45.4% | +82.9% | +38.1% |
| 1Y | +53.2% | -25.1% | +78.3% | +48.5% |
| All | +53.1% | +33.3% | +19.8% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling