-53.3%
CSGP vs KEYS
+55.9%
-109.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.3% | +10.3% | +2.1% |
| 7D | +18.3% | -14.8% | +33.1% | +13.3% |
| 30D | +17.8% | -25.6% | +43.4% | +9.9% |
| 3M | +9.3% | -16.2% | +25.5% | +5.1% |
| 6M | -7.9% | -18.6% | +10.7% | -11.1% |
| YTD | -51.5% | +40.7% | -92.2% | -57.3% |
| 1Y | -53.3% | +59.6% | -112.9% | -60.5% |
| All | -53.3% | +55.9% | -109.2% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling