+584.4%
KDP vs CDW
+933.5%
-349.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.2% | +2.1% | +0.1% | +1.7% |
| 30D | +19.9% | +14.7% | +5.2% | +16.6% |
| 3M | +21.5% | +11.1% | +10.4% | +18.4% |
| 6M | +30.1% | +45.6% | -15.5% | +19.5% |
| YTD | +34.9% | +17.1% | +17.8% | +28.0% |
| 1Y | +43.4% | +13.2% | +30.2% | +36.9% |
| 3Y | +29.1% | -22.2% | +51.3% | +30.9% |
| 5Y | +15.0% | -10.1% | +25.1% | +10.9% |
| 10Y | +234.1% | +307.0% | -72.9% | +129.1% |
| All | +584.4% | +933.5% | -349.1% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling