+96.0%
KEYS vs CDW
-5.0%
+101.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +2.3% | +3.2% | -0.9% | +2.0% |
| 30D | -2.6% | +9.3% | -11.9% | -3.2% |
| 3M | -4.6% | +9.8% | -14.4% | -4.8% |
| 6M | +8.7% | +23.3% | -14.6% | +5.0% |
| YTD | +61.0% | +13.7% | +47.4% | +60.3% |
| 1Y | +96.0% | -6.5% | +102.5% | +104.2% |
| All | +96.0% | -5.0% | +101.0% | +104.2% |
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