+43.8%
CSGP vs KEYS
+995.3%
-951.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -5.4% | +2.9% | -8.3% | -6.4% |
| 30D | -6.0% | -1.3% | -4.7% | -6.1% |
| 3M | -12.8% | -0.1% | -12.7% | -15.2% |
| 6M | -38.9% | +17.4% | -56.3% | -45.5% |
| YTD | -56.0% | +62.9% | -118.9% | -66.9% |
| 1Y | -66.4% | +95.7% | -162.2% | -77.0% |
| 3Y | -64.2% | +150.2% | -214.4% | -78.9% |
| 5Y | -67.0% | +83.1% | -150.1% | -77.8% |
| 10Y | +43.8% | +1,020.9% | -977.1% | -57.4% |
| All | +43.8% | +995.3% | -951.5% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling