+247.9%
KDP vs CSGP
+65.8%
+182.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.2% |
| 7D | -0.8% | +1.3% | -2.1% | -1.0% |
| 30D | +9.7% | +2.8% | +6.9% | +9.0% |
| 3M | +17.6% | -6.3% | +23.9% | +18.2% |
| 6M | +25.8% | -3.2% | +28.9% | +25.4% |
| YTD | +33.9% | -54.0% | +87.8% | +47.5% |
| 1Y | +38.9% | -54.8% | +93.7% | +53.4% |
| 3Y | +26.8% | -60.6% | +87.4% | +41.3% |
| 5Y | +16.3% | -62.6% | +79.0% | +29.2% |
| All | +247.9% | +65.8% | +182.1% | +235.0% |
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