+195.3%
KLAC vs CSX
+77.5%
+117.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +10.0% | +6.0% | +4.0% | +6.9% |
| 30D | -14.8% | +7.8% | -22.6% | -18.4% |
| 3M | -27.2% | +4.1% | -31.3% | -28.9% |
| 6M | -17.5% | +17.9% | -35.4% | -25.1% |
| YTD | +25.8% | +44.9% | -19.1% | +1.9% |
| 1Y | +31.8% | +51.1% | -19.3% | +4.3% |
| 3Y | +195.3% | +78.3% | +117.0% | +101.6% |
| All | +195.3% | +77.5% | +117.8% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling