-52.2%
CSGP vs KEEL
+309.9%
-362.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -5.4% | +19.3% | -24.7% | -6.0% |
| 30D | -6.0% | +9.1% | -15.2% | -6.6% |
| 3M | -12.8% | -31.5% | +18.7% | -12.2% |
| 6M | -38.9% | +75.8% | -114.7% | -41.3% |
| YTD | -56.0% | +57.9% | -113.9% | -57.7% |
| 1Y | -66.4% | +133.3% | -199.8% | -68.8% |
| 3Y | -64.2% | +204.1% | -268.3% | -68.5% |
| 5Y | -67.0% | -37.5% | -29.5% | -70.5% |
| All | -52.2% | +309.9% | -362.1% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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