-65.8%
CSGP vs KEEL
-36.1%
-29.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -2.3% |
| 7D | -5.1% | +21.5% | -26.6% | -6.3% |
| 30D | +0.3% | -3.9% | +4.2% | +0.2% |
| 3M | -9.1% | -34.1% | +25.0% | -7.7% |
| 6M | -37.3% | +82.8% | -120.1% | -41.8% |
| YTD | -54.9% | +58.7% | -113.6% | -58.0% |
| 1Y | -65.5% | +191.4% | -257.0% | -70.5% |
| 3Y | -63.3% | +205.7% | -269.0% | -72.1% |
| 5Y | -65.8% | -37.0% | -28.8% | -70.2% |
| All | -65.8% | -36.1% | -29.7% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling