+409.0%
CSX vs KWEB
-21.7%
+430.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +0.7% | +3.4% | -2.6% | +0.1% |
| 30D | +8.1% | -3.5% | +11.6% | +8.6% |
| 3M | +2.2% | -17.4% | +19.6% | +5.3% |
| 6M | +14.6% | -18.6% | +33.2% | +18.1% |
| YTD | +42.2% | -29.3% | +71.5% | +49.8% |
| 1Y | +47.3% | -35.9% | +83.2% | +57.7% |
| 3Y | +73.5% | -0.1% | +73.6% | +68.1% |
| 5Y | +54.1% | -41.2% | +95.3% | +61.5% |
| 10Y | +409.0% | -18.9% | +427.9% | +325.7% |
| All | +409.0% | -21.7% | +430.7% | +325.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling