+22.6%
KDP vs CDW
-1.8%
+24.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.5% |
| 7D | +4.0% | +2.6% | +1.4% | +3.6% |
| 30D | +16.8% | +20.4% | -3.6% | +13.8% |
| 3M | +32.0% | +28.5% | +3.6% | +27.4% |
| 6M | +35.2% | +70.6% | -35.5% | +25.2% |
| YTD | +40.9% | +29.1% | +11.8% | +34.3% |
| 1Y | +47.7% | +23.8% | +23.9% | +41.7% |
| 3Y | +34.8% | -14.5% | +49.3% | +34.7% |
| 5Y | +22.6% | -1.6% | +24.2% | +15.8% |
| All | +22.6% | -1.8% | +24.4% | +15.8% |
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 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