+52.1%
CSX vs KWEB
-33.5%
+85.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | -0.6% | -3.6% | +3.0% | -0.2% |
| 30D | -3.2% | -14.9% | +11.7% | -1.8% |
| 3M | +2.6% | -5.4% | +8.0% | +3.1% |
| 6M | +19.8% | -18.9% | +38.7% | +22.4% |
| YTD | +34.7% | -27.2% | +61.9% | +38.9% |
| 1Y | +52.1% | -34.2% | +86.4% | +59.0% |
| All | +52.1% | -33.5% | +85.7% | +59.0% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling