+47.1%
CSX vs KWEB
-34.1%
+81.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.8% | +2.4% |
| 7D | +0.1% | +5.8% | -5.7% | -0.2% |
| 30D | +9.7% | -1.0% | +10.7% | +9.8% |
| 3M | +2.3% | -15.8% | +18.1% | +3.7% |
| 6M | +17.1% | -14.9% | +32.0% | +18.5% |
| YTD | +44.9% | -28.6% | +73.5% | +49.3% |
| 1Y | +47.1% | -33.9% | +81.0% | +51.7% |
| All | +47.1% | -34.1% | +81.2% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling