+66.1%
KEYS vs CDW
+23.1%
+43.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.8% |
| 7D | +6.9% | +2.6% | +4.4% | +6.8% |
| 30D | -19.1% | +20.4% | -39.5% | -19.0% |
| 3M | -11.1% | +28.5% | -39.5% | -11.2% |
| 6M | -16.6% | +70.6% | -87.2% | -17.8% |
| YTD | +50.4% | +29.1% | +21.3% | +54.8% |
| All | +66.1% | +23.1% | +43.0% | +84.3% |
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 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