+177.6%
KEEL vs CDW
-5.0%
+182.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.5% |
| 7D | +7.8% | +3.2% | +4.6% | +8.1% |
| 30D | -11.7% | +9.3% | -21.0% | -10.9% |
| 3M | -41.5% | +9.8% | -51.3% | -40.5% |
| 6M | +54.9% | +23.3% | +31.6% | +54.2% |
| YTD | +47.7% | +13.7% | +34.0% | +51.5% |
| 1Y | +177.6% | -6.5% | +184.1% | +179.5% |
| All | +177.6% | -5.0% | +182.6% | +179.5% |
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