+62.3%
CSX vs KVUE
-20.6%
+82.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.8% |
| 7D | -0.6% | -7.2% | +6.6% | +0.5% |
| 30D | -3.2% | -5.7% | +2.5% | -2.5% |
| 3M | +2.6% | +0.2% | +2.4% | +2.5% |
| 6M | +19.8% | 0.0% | +19.8% | +19.6% |
| YTD | +34.7% | +6.5% | +28.1% | +33.3% |
| 1Y | +52.1% | -1.4% | +53.6% | +52.0% |
| 3Y | +68.4% | -5.6% | +74.0% | +67.2% |
| All | +62.3% | -20.6% | +82.8% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 10y: compounded portfolio wealth divided by compounded KVUE 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…
10y analysis · Full analysis span regression · 6 months rolling