+2,249.0%
KLAC vs CSX
+436.1%
+1,812.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.8% | +6.5% | +7.6% |
| 7D | -1.1% | -2.2% | +1.1% | +0.2% |
| 30D | -22.6% | +6.8% | -29.4% | -26.3% |
| 3M | -23.5% | +0.7% | -24.2% | -24.5% |
| 6M | -18.8% | +13.3% | -32.1% | -25.8% |
| YTD | +25.0% | +40.5% | -15.5% | -0.4% |
| 1Y | +27.5% | +44.7% | -17.1% | -0.3% |
| 3Y | +206.1% | +74.5% | +131.6% | +106.8% |
| 5Y | +281.0% | +52.0% | +229.0% | +179.4% |
| 10Y | +2,249.0% | +412.6% | +1,836.3% | +1,122.9% |
| All | +2,249.0% | +436.1% | +1,812.9% | +1,122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling