+651.4%
KKR vs CDW
+312.7%
+338.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.2% |
| 7D | +1.6% | +9.3% | -7.7% | -3.5% |
| 30D | +14.5% | +14.4% | +0.2% | +5.5% |
| 3M | -15.0% | +21.4% | -36.4% | -25.3% |
| 6M | +1.0% | +72.8% | -71.8% | -30.8% |
| YTD | -22.6% | +28.0% | -50.7% | -38.0% |
| 1Y | -18.2% | +19.3% | -37.6% | -31.3% |
| 3Y | +56.4% | -15.3% | +71.7% | +59.2% |
| 5Y | +29.6% | -3.8% | +33.3% | +20.4% |
| All | +651.4% | +312.7% | +338.8% | +227.5% |
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