+229.6%
KDP vs CSGP
+63.3%
+166.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | 0.0% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +19.9% | +10.7% | +9.3% | +17.8% |
| 3M | +21.5% | +3.3% | +18.2% | +20.3% |
| 6M | +30.1% | -10.3% | +40.4% | +31.1% |
| YTD | +34.9% | -54.6% | +89.5% | +49.0% |
| 1Y | +43.4% | -54.6% | +98.0% | +58.2% |
| 3Y | +29.1% | -60.3% | +89.4% | +43.7% |
| 5Y | +15.0% | -63.3% | +78.3% | +28.0% |
| All | +229.6% | +63.3% | +166.3% | +215.5% |
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