+247.9%
KDP vs CDW
+312.7%
-64.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | -0.8% | +9.3% | -10.1% | -2.5% |
| 30D | +9.7% | +14.4% | -4.6% | +6.7% |
| 3M | +17.6% | +21.4% | -3.8% | +12.7% |
| 6M | +25.8% | +72.8% | -47.0% | +11.7% |
| YTD | +33.9% | +28.0% | +5.8% | +24.8% |
| 1Y | +38.9% | +19.3% | +19.5% | +31.4% |
| 3Y | +26.8% | -15.3% | +42.1% | +26.7% |
| 5Y | +16.3% | -3.8% | +20.1% | +10.6% |
| All | +247.9% | +312.7% | -64.8% | +164.9% |
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