+975.1%
KEYS vs CDW
+271.4%
+703.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +0.9% | -7.4% | +8.3% | +4.5% |
| 30D | -5.3% | +5.8% | -11.1% | -8.3% |
| 3M | +0.5% | +10.8% | -10.3% | -6.4% |
| 6M | +14.0% | +21.5% | -7.4% | -2.9% |
| YTD | +60.3% | +6.4% | +53.9% | +45.5% |
| 1Y | +91.3% | -14.8% | +106.1% | +96.1% |
| 3Y | +146.1% | -29.9% | +176.0% | +177.3% |
| 5Y | +80.8% | -22.9% | +103.6% | +90.5% |
| All | +975.1% | +271.4% | +703.7% | +429.3% |
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