+266.1%
CDW vs KIM
+29.1%
+237.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.4% |
| 7D | -3.9% | -0.3% | -3.5% | -3.8% |
| 30D | +6.9% | -1.7% | +8.6% | +7.5% |
| 3M | +7.7% | -0.8% | +8.5% | +7.8% |
| 6M | +18.3% | +4.4% | +13.9% | +15.8% |
| YTD | +7.8% | +21.2% | -13.5% | -0.3% |
| 1Y | -12.2% | +10.5% | -22.7% | -16.0% |
| 3Y | -28.9% | +47.5% | -76.4% | -39.4% |
| 5Y | -22.8% | +37.1% | -59.9% | -32.7% |
| 10Y | +266.1% | +29.5% | +236.6% | +190.2% |
| All | +266.1% | +29.1% | +237.0% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded KIM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling