-1.3%
KMB vs CDW
-1.8%
+0.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -1.9% |
| 7D | +0.1% | +2.6% | -2.5% | -0.2% |
| 30D | +10.2% | +20.4% | -10.2% | +8.4% |
| 3M | +1.5% | +28.5% | -27.0% | -0.8% |
| 6M | +16.6% | +70.6% | -54.0% | +11.0% |
| YTD | +12.1% | +29.1% | -17.0% | +8.5% |
| 1Y | +11.1% | +23.8% | -12.7% | +8.0% |
| 3Y | +1.9% | -14.5% | +16.4% | +2.1% |
| 5Y | -1.3% | -1.6% | +0.3% | -6.2% |
| All | -1.3% | -1.8% | +0.5% | -6.2% |
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