-17.8%
KLAC vs CSX
+13.6%
-31.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.8% | +6.5% | +8.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.6% |
| 30D | -22.6% | +6.8% | -29.4% | -24.0% |
| 3M | -23.5% | +0.7% | -24.2% | -22.0% |
| All | -17.8% | +13.6% | -31.3% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling