+147.5%
KR vs CSGP
+61.2%
+86.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | +0.5% | -6.1% | +6.6% | +1.1% |
| 30D | +14.9% | +0.3% | +14.6% | +14.8% |
| 3M | +25.4% | -1.3% | +26.7% | +25.3% |
| 6M | +9.3% | -8.9% | +18.3% | +9.7% |
| YTD | +13.7% | -55.2% | +68.9% | +19.1% |
| 1Y | +9.2% | -56.4% | +65.6% | +14.5% |
| 3Y | +70.1% | -62.2% | +132.3% | +78.6% |
| 5Y | +82.5% | -63.7% | +146.1% | +90.8% |
| All | +147.5% | +61.2% | +86.3% | +118.9% |
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