+653.5%
KR vs CSGP
+3,334.4%
-2,680.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.3% |
| 7D | +1.5% | -4.1% | +5.6% | +1.8% |
| 30D | +4.1% | +2.3% | +1.8% | +3.8% |
| 3M | -5.2% | -8.2% | +3.0% | -4.7% |
| 6M | -12.8% | -35.1% | +22.3% | -10.0% |
| YTD | -4.6% | -54.0% | +49.4% | +0.9% |
| 1Y | -11.7% | -65.3% | +53.6% | -4.5% |
| 3Y | +36.3% | -62.6% | +98.8% | +45.1% |
| 5Y | +40.0% | -64.8% | +104.8% | +48.4% |
| 10Y | +122.2% | +45.1% | +77.1% | +105.4% |
| All | +653.5% | +3,334.4% | -2,680.9% | +435.2% |
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