-60.3%
CSGP vs KEYS
+116.9%
-177.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.4% | -9.1% | -4.8% |
| 7D | +1.3% | -11.4% | +12.7% | +1.7% |
| 30D | +10.7% | -28.7% | +39.3% | +12.6% |
| 3M | +3.3% | -19.2% | +22.5% | +3.5% |
| 6M | -10.3% | -25.8% | +15.5% | -9.4% |
| YTD | -54.6% | +33.9% | -88.5% | -62.7% |
| 1Y | -54.6% | +47.1% | -101.7% | -64.2% |
| 3Y | -60.3% | +119.4% | -179.8% | -75.6% |
| All | -60.3% | +116.9% | -177.3% | -75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling