+53.2%
CSX vs KWEB
-27.0%
+80.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | -3.4% | -1.0% | -2.4% | -3.3% |
| 30D | -3.1% | -8.7% | +5.6% | -2.3% |
| 3M | +7.2% | -4.0% | +11.2% | +7.6% |
| 6M | +16.2% | -13.1% | +29.3% | +17.6% |
| YTD | +37.5% | -23.5% | +61.0% | +40.8% |
| 1Y | +53.2% | -27.2% | +80.4% | +58.6% |
| All | +53.2% | -27.0% | +80.3% | +58.6% |
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