-25.0%
CDW vs KIM
+46.3%
-71.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.9% |
| 3M | +9.8% | +0.5% | +9.2% | +9.3% |
| 6M | +23.3% | +3.6% | +19.7% | +20.7% |
| YTD | +13.7% | +20.4% | -6.8% | +4.0% |
| 1Y | -6.5% | +9.7% | -16.2% | -11.0% |
| All | -25.0% | +46.3% | -71.3% | -37.2% |
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 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