-50.1%
CSGP vs KEEL
+283.4%
-333.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.6% |
| 7D | -4.1% | +7.8% | -11.8% | -4.4% |
| 30D | +2.3% | -11.7% | +14.0% | +2.6% |
| 3M | -8.2% | -41.5% | +33.3% | -6.9% |
| 6M | -35.1% | +54.9% | -90.0% | -37.3% |
| YTD | -54.0% | +47.7% | -101.7% | -55.7% |
| 1Y | -65.3% | +177.6% | -242.9% | -68.0% |
| 3Y | -62.6% | +164.9% | -227.5% | -66.8% |
| 5Y | -64.8% | -45.9% | -19.0% | -68.4% |
| All | -50.1% | +283.4% | -333.5% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling