+770.7%
KR vs CSGP
+3,294.4%
-2,523.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -2.1% |
| 7D | +1.4% | +1.3% | +0.1% | +1.3% |
| 30D | +14.3% | +10.7% | +3.6% | +13.2% |
| 3M | +18.9% | +3.3% | +15.6% | +18.4% |
| 6M | +3.8% | -10.3% | +14.1% | +4.4% |
| YTD | +10.2% | -54.6% | +64.8% | +16.5% |
| 1Y | +9.2% | -54.6% | +63.8% | +15.4% |
| 3Y | +60.3% | -60.3% | +120.6% | +69.8% |
| 5Y | +78.3% | -63.3% | +141.6% | +88.3% |
| 10Y | +169.9% | +66.5% | +103.4% | +146.5% |
| All | +770.7% | +3,294.4% | -2,523.8% | +518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling