+636.3%
CSX vs KWEB
+19.7%
+616.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.2% |
| 7D | -2.2% | +4.1% | -6.3% | -3.0% |
| 30D | +6.8% | -2.5% | +9.3% | +7.2% |
| 3M | +0.7% | -15.2% | +15.9% | +3.6% |
| 6M | +13.3% | -17.7% | +31.0% | +16.8% |
| YTD | +40.5% | -28.6% | +69.1% | +48.5% |
| 1Y | +44.7% | -33.8% | +78.5% | +55.0% |
| 3Y | +74.5% | +1.2% | +73.3% | +68.1% |
| 5Y | +52.0% | -39.2% | +91.2% | +56.1% |
| 10Y | +412.6% | -20.7% | +433.4% | +339.9% |
| All | +636.3% | +19.7% | +616.6% | +461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling