-38.2%
KEEL vs CDW
-23.8%
-14.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.4% | -7.4% |
| 7D | +2.7% | -7.4% | +10.0% | +7.8% |
| 30D | +4.6% | +5.8% | -1.3% | -0.6% |
| 3M | -34.5% | +10.8% | -45.3% | -42.4% |
| 6M | +59.3% | +21.5% | +37.8% | +18.1% |
| YTD | +46.4% | +6.4% | +40.0% | +20.5% |
| 1Y | +96.6% | -14.8% | +111.4% | +100.8% |
| 3Y | +182.0% | -29.9% | +211.8% | +245.3% |
| 5Y | -38.2% | -22.9% | -15.4% | -25.4% |
| All | -38.2% | -23.8% | -14.4% | -25.4% |
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 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