+33.5%
KDP vs CSGP
-61.8%
+95.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.0% | -7.1% | +11.1% | +4.9% |
| 30D | +16.8% | +3.6% | +13.2% | +16.1% |
| 3M | +32.0% | -2.7% | +34.8% | +31.9% |
| 6M | +35.2% | -8.0% | +43.2% | +35.2% |
| YTD | +40.9% | -55.0% | +95.9% | +51.1% |
| 1Y | +47.7% | -55.8% | +103.4% | +58.6% |
| All | +33.5% | -61.8% | +95.3% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling