+16.4%
KMI vs CDW
-8.5%
+25.0%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -0.3% |
| 7D | -1.7% | +0.9% | -2.6% | -1.7% |
| 30D | -2.7% | +13.1% | -15.8% | -2.7% |
| 3M | -0.7% | +19.7% | -20.3% | -0.6% |
| 6M | -5.0% | +30.7% | -35.7% | -4.5% |
| YTD | +15.5% | +14.7% | +0.8% | +16.2% |
| 1Y | +16.4% | -5.3% | +21.7% | +18.7% |
| All | +16.4% | -8.5% | +25.0% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling