+496.7%
CSX vs KWEB
-22.5%
+519.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | -0.6% | -3.6% | +3.0% | 0.0% |
| 30D | -3.2% | -14.9% | +11.7% | -0.6% |
| 3M | +2.6% | -5.4% | +8.0% | +3.4% |
| 6M | +19.8% | -18.9% | +38.7% | +23.6% |
| YTD | +34.7% | -27.2% | +61.9% | +41.3% |
| 1Y | +52.1% | -34.2% | +86.4% | +62.2% |
| 3Y | +68.4% | +0.6% | +67.8% | +63.1% |
| 5Y | +65.1% | -43.5% | +108.6% | +75.2% |
| 10Y | +496.7% | -20.6% | +517.3% | +413.1% |
| All | +496.7% | -22.5% | +519.2% | +413.1% |
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