+125.2%
KR vs CSGP
+41.1%
+84.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -2.2% |
| 7D | -1.3% | -5.1% | +3.9% | -0.9% |
| 30D | +1.5% | +0.3% | +1.2% | +1.4% |
| 3M | -8.5% | -9.1% | +0.6% | -8.1% |
| 6M | -21.9% | -37.3% | +15.4% | -19.7% |
| YTD | -6.9% | -54.9% | +48.0% | -2.4% |
| 1Y | -14.0% | -65.5% | +51.6% | -8.4% |
| 3Y | +30.3% | -63.3% | +93.6% | +37.2% |
| 5Y | +37.7% | -65.8% | +103.5% | +44.8% |
| 10Y | +125.2% | +40.1% | +85.1% | +98.8% |
| All | +125.2% | +41.1% | +84.1% | +98.8% |
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