+953.7%
KEYS vs CDW
+581.7%
+372.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +9.4% | +9.3% | +0.1% | +5.2% |
| 30D | -16.8% | +14.4% | -31.1% | -22.3% |
| 3M | -15.9% | +21.4% | -37.3% | -24.5% |
| 6M | -17.6% | +72.8% | -90.4% | -39.8% |
| YTD | +46.5% | +28.0% | +18.5% | +20.7% |
| 1Y | +66.9% | +19.3% | +47.5% | +43.0% |
| 3Y | +141.4% | -15.3% | +156.7% | +145.4% |
| 5Y | +59.5% | -3.8% | +63.3% | +49.8% |
| 10Y | +761.1% | +318.5% | +442.6% | +294.8% |
| All | +953.7% | +581.7% | +372.1% | +306.3% |
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 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