+620.7%
CSX vs KWEB
+28.2%
+592.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | -3.4% | -1.0% | -2.4% | -3.2% |
| 30D | -3.1% | -8.7% | +5.6% | -1.5% |
| 3M | +7.2% | -4.0% | +11.2% | +7.8% |
| 6M | +16.2% | -13.1% | +29.3% | +18.8% |
| YTD | +37.5% | -23.5% | +61.0% | +43.8% |
| 1Y | +53.2% | -27.2% | +80.4% | +61.3% |
| 3Y | +68.2% | -2.1% | +70.4% | +63.4% |
| 5Y | +65.2% | -40.8% | +106.0% | +71.7% |
| 10Y | +504.1% | -17.5% | +521.6% | +416.3% |
| All | +620.7% | +28.2% | +592.4% | +443.6% |
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