+29.6%
KEY vs CDW
+13.2%
+16.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.7% | -11.2% | +0.7% |
| 7D | +1.7% | +3.7% | -2.1% | +1.3% |
| 30D | +6.8% | +26.0% | -19.2% | +5.2% |
| 3M | -5.8% | +10.1% | -15.9% | -6.4% |
| 6M | +1.4% | +26.1% | -24.6% | -0.2% |
| YTD | +7.5% | +25.9% | -18.4% | +5.6% |
| 1Y | +29.6% | +21.5% | +8.1% | +28.9% |
| All | +29.6% | +13.2% | +16.4% | +28.9% |
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 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