+117.9%
KEY vs CDW
+303.2%
-185.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -1.3% | +2.1% | -3.4% | -3.0% |
| 30D | +5.1% | +14.7% | -9.6% | -3.8% |
| 3M | -7.1% | +11.1% | -18.2% | -14.7% |
| 6M | -4.4% | +45.6% | -50.0% | -28.3% |
| YTD | +4.0% | +17.1% | -13.1% | -13.9% |
| 1Y | +23.4% | +13.2% | +10.2% | +4.4% |
| 3Y | +113.9% | -22.2% | +136.1% | +123.4% |
| 5Y | +12.3% | -10.1% | +22.4% | +2.6% |
| All | +117.9% | +303.2% | -185.3% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling