+105.3%
KEY vs CDW
+329.6%
-224.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.9% |
| 7D | +0.5% | +13.1% | -12.6% | -6.7% |
| 30D | +6.9% | +19.1% | -12.3% | -4.2% |
| 3M | -5.0% | +24.7% | -29.7% | -18.3% |
| 6M | +0.7% | +63.4% | -62.6% | -29.3% |
| YTD | +6.5% | +26.3% | -19.9% | -15.5% |
| 1Y | +22.6% | +20.6% | +2.0% | +0.2% |
| 3Y | +125.3% | -16.3% | +141.7% | +126.1% |
| 5Y | +13.9% | -3.9% | +17.8% | +0.4% |
| 10Y | +105.3% | +331.5% | -226.2% | -20.8% |
| All | +105.3% | +329.6% | -224.2% | -20.8% |
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