-63.0%
CSGP vs KEYS
+145.9%
-208.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -2.6% |
| 7D | -4.1% | +2.3% | -6.3% | -4.3% |
| 30D | +2.3% | -2.6% | +4.9% | +2.4% |
| 3M | -8.2% | -4.6% | -3.5% | -8.6% |
| 6M | -35.1% | +8.7% | -43.8% | -38.4% |
| YTD | -54.0% | +61.0% | -115.1% | -62.7% |
| 1Y | -65.3% | +96.0% | -161.3% | -74.2% |
| All | -63.0% | +145.9% | -208.9% | -77.9% |
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