+83.7%
KEYS vs CDW
-22.8%
+106.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.1% | +4.2% |
| 7D | +4.4% | -3.9% | +8.3% | +6.1% |
| 30D | -2.2% | +6.9% | -9.1% | -5.7% |
| 3M | +0.5% | +7.7% | -7.1% | -4.8% |
| 6M | +22.4% | +18.3% | +4.1% | +5.3% |
| YTD | +64.1% | +7.8% | +56.3% | +48.4% |
| 1Y | +97.0% | -12.2% | +109.1% | +102.8% |
| 3Y | +152.0% | -28.9% | +181.0% | +189.8% |
| 5Y | +83.7% | -22.8% | +106.5% | +92.0% |
| All | +83.7% | -22.8% | +106.5% | +92.0% |
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 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