+156.3%
KR vs CSGP
+61.5%
+94.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.1% |
| 7D | +2.7% | -3.2% | +5.8% | +3.0% |
| 30D | +11.3% | +2.2% | +9.1% | +11.0% |
| 3M | +22.3% | -3.7% | +25.9% | +22.4% |
| 6M | +5.8% | -7.4% | +13.2% | +6.0% |
| YTD | +11.7% | -54.9% | +66.6% | +17.0% |
| 1Y | +8.9% | -54.9% | +63.8% | +14.0% |
| 3Y | +67.1% | -61.9% | +129.0% | +75.6% |
| 5Y | +80.0% | -63.1% | +143.1% | +88.2% |
| 10Y | +156.3% | +65.1% | +91.1% | +115.0% |
| All | +156.3% | +61.5% | +94.8% | +115.0% |
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