+17.0%
KDP vs CDW
-10.5%
+27.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +2.2% | +2.1% | +0.1% | +1.8% |
| 30D | +19.9% | +14.7% | +5.2% | +17.7% |
| 3M | +21.5% | +11.1% | +10.4% | +19.4% |
| 6M | +30.1% | +45.6% | -15.5% | +23.0% |
| YTD | +34.9% | +17.1% | +17.8% | +30.3% |
| 1Y | +43.4% | +13.2% | +30.2% | +39.1% |
| 3Y | +29.1% | -22.2% | +51.3% | +30.5% |
| All | +17.0% | -10.5% | +27.4% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling