+160.5%
KMI vs CDW
-22.8%
+183.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +2.7% |
| 7D | -0.4% | -3.9% | +3.5% | +0.2% |
| 30D | +3.7% | +6.9% | -3.2% | +2.3% |
| 3M | +3.2% | +7.7% | -4.5% | +1.3% |
| 6M | -3.0% | +18.3% | -21.3% | -7.4% |
| YTD | +19.7% | +7.8% | +11.9% | +16.2% |
| 1Y | +25.6% | -12.2% | +37.8% | +27.8% |
| 3Y | +120.2% | -28.9% | +149.2% | +129.6% |
| 5Y | +160.5% | -22.8% | +183.3% | +161.0% |
| All | +160.5% | -22.8% | +183.3% | +161.0% |
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