+981.9%
KEYS vs CDW
+587.3%
+394.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +3.9% |
| 7D | +6.9% | +2.6% | +4.4% | +5.9% |
| 30D | -19.1% | +20.4% | -39.5% | -26.4% |
| 3M | -11.1% | +28.5% | -39.5% | -22.3% |
| 6M | -16.6% | +70.6% | -87.2% | -38.6% |
| YTD | +50.4% | +29.1% | +21.3% | +23.5% |
| 1Y | +67.5% | +23.8% | +43.7% | +40.7% |
| 3Y | +146.0% | -14.5% | +160.5% | +148.9% |
| 5Y | +64.5% | -1.6% | +66.1% | +52.8% |
| 10Y | +784.1% | +322.0% | +462.1% | +303.8% |
| All | +981.9% | +587.3% | +394.6% | +315.6% |
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