+39.2%
KR vs CSGP
-61.9%
+101.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.3% |
| 7D | +1.5% | -4.1% | +5.6% | +1.7% |
| 30D | +4.1% | +2.3% | +1.8% | +3.9% |
| 3M | -5.2% | -8.2% | +3.0% | -5.3% |
| 6M | -12.8% | -35.1% | +22.3% | -12.7% |
| YTD | -4.6% | -54.0% | +49.4% | -4.5% |
| 1Y | -11.7% | -65.3% | +53.6% | -12.2% |
| All | +39.2% | -61.9% | +101.1% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling