-66.4%
CSGP vs KEYS
+95.6%
-162.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.6% |
| 7D | -5.4% | +2.9% | -8.3% | -4.9% |
| 30D | -6.0% | -1.3% | -4.7% | -6.1% |
| 3M | -12.8% | -0.1% | -12.7% | -12.8% |
| 6M | -38.9% | +17.4% | -56.3% | -40.2% |
| YTD | -56.0% | +62.9% | -118.9% | -59.9% |
| 1Y | -66.4% | +95.7% | -162.2% | -71.2% |
| All | -66.4% | +95.6% | -162.1% | -71.2% |
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