+1,288.1%
KDP vs CSGP
+532.5%
+755.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +4.5% | +13.9% | -9.4% | +2.0% |
| 30D | +18.5% | +16.0% | +2.5% | +14.8% |
| 3M | +20.8% | +6.1% | +14.7% | +18.7% |
| 6M | +29.4% | -8.2% | +37.6% | +30.1% |
| YTD | +35.9% | -52.3% | +88.2% | +53.1% |
| 1Y | +42.5% | -54.5% | +97.0% | +61.8% |
| 3Y | +29.4% | -58.6% | +88.0% | +47.3% |
| 5Y | +15.8% | -61.5% | +77.3% | +30.6% |
| 10Y | +236.5% | +74.7% | +161.8% | +159.2% |
| All | +1,288.1% | +532.5% | +755.6% | +545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling