+25.0%
KLAC vs CSX
+45.3%
-20.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.8% | +6.5% | +8.0% |
| 7D | -1.1% | -2.2% | +1.1% | -0.1% |
| 30D | -22.6% | +6.8% | -29.4% | -25.5% |
| 3M | -23.5% | +0.7% | -24.2% | -23.4% |
| 6M | -18.8% | +13.3% | -32.1% | -25.4% |
| YTD | +25.0% | +40.5% | -15.5% | -1.2% |
| All | +25.0% | +45.3% | -20.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling