+70.6%
CSX vs KWEB
+2.7%
+67.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.1% |
| 3M | +4.3% | -2.9% | +7.2% | +4.5% |
| 6M | +23.4% | -14.6% | +38.0% | +25.2% |
| YTD | +36.4% | -25.5% | +61.9% | +40.3% |
| 1Y | +53.0% | -31.1% | +84.1% | +58.5% |
| 3Y | +70.6% | +3.0% | +67.7% | +69.5% |
| All | +70.6% | +2.7% | +67.9% | +69.5% |
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