+54.1%
CSX vs KWEB
-32.0%
+86.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | +0.6% | -1.3% | +1.9% | +0.7% |
| 30D | -2.3% | -11.5% | +9.3% | -1.2% |
| 3M | +4.3% | -2.9% | +7.2% | +4.5% |
| 6M | +23.4% | -14.6% | +38.0% | +25.3% |
| YTD | +36.4% | -25.5% | +61.9% | +40.4% |
| All | +54.1% | -32.0% | +86.1% | +60.7% |
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