-63.2%
CSGP vs KEYS
+46.9%
-110.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.4% | -9.1% | -5.7% |
| 7D | +1.3% | -11.4% | +12.7% | +3.8% |
| 30D | +10.7% | -28.7% | +39.3% | +19.0% |
| 3M | +3.3% | -19.2% | +22.5% | +6.4% |
| 6M | -10.3% | -25.8% | +15.5% | -6.8% |
| YTD | -54.6% | +33.9% | -88.5% | -65.0% |
| 1Y | -54.6% | +47.1% | -101.7% | -66.8% |
| 3Y | -60.3% | +119.4% | -179.8% | -78.1% |
| All | -63.2% | +46.9% | -110.1% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling