+239.3%
KDP vs CSGP
+72.5%
+166.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.5% |
| 7D | +0.3% | -1.8% | +2.1% | +0.6% |
| 30D | +16.3% | +5.3% | +11.0% | +15.1% |
| 3M | +24.0% | +3.3% | +20.7% | +22.8% |
| 6M | +30.0% | -4.7% | +34.6% | +29.9% |
| YTD | +36.1% | -53.5% | +89.6% | +49.8% |
| 1Y | +46.8% | -53.7% | +100.6% | +61.6% |
| 3Y | +30.5% | -59.7% | +90.2% | +45.0% |
| 5Y | +17.9% | -62.5% | +80.4% | +30.9% |
| 10Y | +239.3% | +67.3% | +172.0% | +219.6% |
| All | +239.3% | +72.5% | +166.7% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling