+256.4%
KDP vs CDW
+329.6%
-73.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.2% |
| 7D | +8.2% | +13.1% | -4.9% | +5.6% |
| 30D | +18.4% | +19.1% | -0.8% | +14.2% |
| 3M | +29.2% | +24.7% | +4.5% | +23.2% |
| 6M | +32.3% | +63.4% | -31.1% | +18.8% |
| YTD | +38.5% | +26.3% | +12.2% | +29.4% |
| 1Y | +48.5% | +20.6% | +27.9% | +40.1% |
| 3Y | +32.5% | -16.3% | +48.8% | +32.6% |
| 5Y | +19.7% | -3.9% | +23.6% | +13.8% |
| 10Y | +256.4% | +331.5% | -75.1% | +182.8% |
| All | +256.4% | +329.6% | -73.2% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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