+112.4%
CSGP vs KEYS
+995.5%
-883.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.8% |
| 7D | -7.1% | +6.9% | -14.0% | -9.4% |
| 30D | +3.6% | -19.1% | +22.7% | +9.7% |
| 3M | -2.7% | -11.1% | +8.3% | -1.4% |
| 6M | -8.0% | -16.6% | +8.5% | -6.8% |
| YTD | -55.0% | +50.4% | -105.4% | -65.8% |
| 1Y | -55.8% | +67.5% | -123.3% | -68.2% |
| 3Y | -62.0% | +146.0% | -208.0% | -77.9% |
| 5Y | -62.9% | +64.5% | -127.5% | -74.4% |
| 10Y | +62.6% | +784.1% | -721.5% | -46.9% |
| All | +112.4% | +995.5% | -883.1% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling