+38.7%
KMB vs CDW
+325.6%
-287.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.8% | -1.6% | +2.6% |
| 7D | +3.4% | +9.3% | -5.9% | +2.2% |
| 30D | +14.7% | +15.8% | -1.1% | +12.5% |
| 3M | +3.3% | +21.8% | -18.5% | +0.4% |
| 6M | +16.8% | +58.8% | -42.0% | +9.3% |
| YTD | +15.2% | +22.8% | -7.6% | +10.6% |
| 1Y | +13.3% | +17.9% | -4.6% | +9.4% |
| 3Y | +5.4% | -17.4% | +22.9% | +5.8% |
| 5Y | +2.7% | -5.7% | +8.4% | -0.5% |
| 10Y | +38.7% | +319.5% | -280.8% | +10.4% |
| All | +38.7% | +325.6% | -287.0% | +10.4% |
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