+504.5%
KDP vs CDW
+903.1%
-398.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.3% | +3.2% | -1.9% | +0.7% |
| 30D | +6.0% | +9.3% | -3.3% | +4.0% |
| 3M | +9.2% | +9.8% | -0.6% | +6.7% |
| 6M | +14.7% | +23.3% | -8.6% | +8.4% |
| YTD | +19.2% | +13.7% | +5.5% | +14.2% |
| 1Y | +15.2% | -6.5% | +21.6% | +14.6% |
| 3Y | +6.0% | -25.2% | +31.2% | +8.7% |
| 5Y | +5.4% | -19.5% | +24.9% | +4.5% |
| 10Y | +171.9% | +285.8% | -113.9% | +89.1% |
| All | +504.5% | +903.1% | -398.6% | +292.4% |
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