+286.1%
CDW vs KIM
+28.2%
+257.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +9.3% | -4.0% | +13.3% | +10.8% |
| 3M | +9.8% | +0.5% | +9.2% | +9.3% |
| 6M | +23.3% | +3.6% | +19.7% | +21.1% |
| YTD | +13.7% | +20.4% | -6.8% | +5.5% |
| 1Y | -6.5% | +9.7% | -16.2% | -10.3% |
| 3Y | -25.2% | +46.0% | -71.2% | -36.0% |
| 5Y | -19.5% | +34.4% | -53.9% | -29.4% |
| All | +286.1% | +28.2% | +257.8% | +206.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling