-14.7%
CDW vs KIM
+65.0%
-79.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.1% |
| 7D | +9.1% | -0.7% | +9.8% | +9.4% |
| 30D | +13.7% | +13.4% | +0.3% | +8.6% |
| 3M | +27.0% | +6.5% | +20.5% | +24.0% |
| 6M | +75.9% | +10.6% | +65.3% | +68.5% |
| YTD | +28.9% | +29.9% | -1.0% | +14.1% |
| 1Y | +19.6% | +29.6% | -9.9% | +6.0% |
| All | -14.7% | +65.0% | -79.7% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling