+74.5%
CSX vs KWEB
-0.4%
+74.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.0% |
| 7D | -2.2% | +4.1% | -6.3% | -2.6% |
| 30D | +6.8% | -2.5% | +9.3% | +7.0% |
| 3M | +0.7% | -15.2% | +15.9% | +2.3% |
| 6M | +13.3% | -17.7% | +31.0% | +15.3% |
| YTD | +40.5% | -28.6% | +69.1% | +44.9% |
| 1Y | +44.7% | -33.8% | +78.5% | +50.4% |
| 3Y | +74.5% | +1.2% | +73.3% | +72.7% |
| All | +74.5% | -0.4% | +74.9% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling