+3,041.8%
KLAC vs CSX
+487.8%
+2,553.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.3% |
| 7D | +10.6% | +0.6% | +10.0% | +10.2% |
| 30D | -4.5% | -2.3% | -2.2% | -3.1% |
| 3M | -10.3% | +4.3% | -14.5% | -12.7% |
| 6M | +40.9% | +23.4% | +17.5% | +23.0% |
| YTD | +56.1% | +36.4% | +19.7% | +28.1% |
| 1Y | +109.0% | +53.0% | +56.0% | +58.9% |
| 3Y | +288.8% | +70.6% | +218.2% | +169.3% |
| 5Y | +489.1% | +65.5% | +423.7% | +314.7% |
| 10Y | +3,041.8% | +482.4% | +2,559.4% | +1,398.7% |
| All | +3,041.8% | +487.8% | +2,553.9% | +1,398.7% |
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