-49.5%
CSGP vs KEEL
+116.6%
-166.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.8% | -2.6% | +2.1% |
| 7D | -1.8% | +3.7% | -5.5% | -2.1% |
| 30D | +5.3% | -35.7% | +41.0% | +6.6% |
| 3M | +3.3% | -49.5% | +52.8% | +5.1% |
| 6M | -4.7% | -50.6% | +46.0% | -3.7% |
| YTD | -53.5% | -16.6% | -36.9% | -54.6% |
| 1Y | -53.7% | -46.4% | -7.3% | -54.0% |
| 3Y | -59.7% | +63.3% | -123.1% | -63.9% |
| 5Y | -62.5% | -77.9% | +15.4% | -65.6% |
| All | -49.5% | +116.6% | -166.1% | -56.4% |
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