+226.0%
KEY vs CDW
+903.1%
-677.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +2.2% | +3.2% | -1.0% | +0.4% |
| 30D | -3.0% | +9.3% | -12.3% | -8.4% |
| 3M | +3.3% | +9.8% | -6.5% | -4.2% |
| 6M | +9.2% | +23.3% | -14.1% | -9.4% |
| YTD | +10.6% | +13.7% | -3.0% | -4.2% |
| 1Y | +20.4% | -6.5% | +26.9% | +16.5% |
| 3Y | +121.8% | -25.2% | +147.1% | +140.3% |
| 5Y | +41.1% | -19.5% | +60.6% | +42.2% |
| 10Y | +168.5% | +285.8% | -117.3% | +21.9% |
| All | +226.0% | +903.1% | -677.1% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling