+14.5%
KEY vs CDW
-4.0%
+18.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +2.9% | +9.3% | -6.4% | -0.5% |
| 30D | +8.4% | +14.4% | -5.9% | +2.5% |
| 3M | -5.8% | +21.4% | -27.2% | -13.7% |
| 6M | +5.4% | +72.8% | -67.4% | -19.8% |
| YTD | +7.1% | +28.0% | -21.0% | -8.6% |
| 1Y | +26.8% | +19.3% | +7.5% | +12.6% |
| 3Y | +128.7% | -15.3% | +144.0% | +136.2% |
| All | +14.5% | -4.0% | +18.4% | +3.1% |
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