-8.0%
KMB vs CDW
-19.1%
+11.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.0% | +3.2% | -6.2% | -3.3% |
| 30D | -5.5% | +9.3% | -14.8% | -6.2% |
| 3M | +14.0% | +9.8% | +4.2% | +12.8% |
| 6M | +4.1% | +23.3% | -19.3% | +1.5% |
| YTD | +8.0% | +13.7% | -5.6% | +6.0% |
| 1Y | -13.7% | -6.5% | -7.3% | -13.7% |
| 3Y | -5.9% | -25.2% | +19.3% | -4.6% |
| All | -8.0% | -19.1% | +11.1% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling