-45.3%
KEEL vs CDW
+13.2%
-58.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.7% | -16.8% | -2.9% |
| 7D | -13.6% | +3.7% | -17.3% | -13.1% |
| 30D | -39.1% | +26.0% | -65.1% | -37.3% |
| 3M | -48.9% | +10.1% | -59.0% | -48.4% |
| 6M | -35.4% | +26.1% | -61.4% | -34.4% |
| YTD | -10.6% | +25.9% | -36.5% | -6.7% |
| 1Y | -45.3% | +21.5% | -66.9% | -42.0% |
| All | -45.3% | +13.2% | -58.5% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling