-3.7%
CDW vs KIM
+34.6%
-38.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | +14.4% | +14.1% | +0.2% | +7.5% |
| 3M | +21.4% | +6.0% | +15.4% | +18.1% |
| 6M | +72.8% | +13.2% | +59.6% | +62.0% |
| YTD | +28.0% | +30.4% | -2.4% | +11.0% |
| 1Y | +19.3% | +31.0% | -11.7% | +3.2% |
| 3Y | -15.3% | +67.6% | -82.9% | -37.2% |
| All | -3.7% | +34.6% | -38.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling