-5.6%
KMB vs CDW
-25.3%
+19.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -3.0% | +3.2% | -6.2% | -3.2% |
| 30D | -5.5% | +9.3% | -14.8% | -5.9% |
| 3M | +14.0% | +9.8% | +4.2% | +13.2% |
| 6M | +4.1% | +23.3% | -19.3% | +2.3% |
| YTD | +8.0% | +13.7% | -5.6% | +6.6% |
| 1Y | -13.7% | -6.5% | -7.3% | -13.8% |
| All | -5.6% | -25.3% | +19.7% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling