+2,381.5%
KLAC vs CSX
+422.0%
+1,959.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.2% |
| 7D | +7.5% | -0.3% | +7.8% | +7.8% |
| 30D | -15.3% | +8.7% | -24.0% | -20.1% |
| 3M | -19.6% | +4.2% | -23.8% | -22.3% |
| 6M | -12.5% | +16.7% | -29.2% | -21.5% |
| YTD | +33.0% | +44.5% | -11.5% | +4.2% |
| 1Y | +35.9% | +50.3% | -14.3% | +3.8% |
| 3Y | +208.6% | +76.3% | +132.3% | +107.2% |
| 5Y | +309.5% | +58.1% | +251.3% | +193.1% |
| 10Y | +2,381.5% | +416.4% | +1,965.1% | +1,150.5% |
| All | +2,381.5% | +422.0% | +1,959.5% | +1,150.5% |
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