+154.6%
KR vs CSGP
+65.4%
+89.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.8% | -7.1% | +7.8% | +1.4% |
| 30D | +11.1% | +3.6% | +7.4% | +10.7% |
| 3M | +24.4% | -2.7% | +27.1% | +24.4% |
| 6M | +8.5% | -8.0% | +16.6% | +8.9% |
| YTD | +13.1% | -55.0% | +68.1% | +18.5% |
| 1Y | +9.3% | -55.8% | +65.0% | +14.6% |
| 3Y | +69.3% | -62.0% | +131.3% | +77.9% |
| 5Y | +83.2% | -62.9% | +146.2% | +91.4% |
| 10Y | +154.6% | +62.6% | +92.0% | +115.6% |
| All | +154.6% | +65.4% | +89.2% | +115.6% |
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