+133.4%
KR vs CDW
+300.6%
-167.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.8% | -5.1% | +1.9% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | +5.1% | +13.1% | -8.0% | +3.7% |
| 3M | -8.2% | +19.7% | -27.8% | -10.0% |
| 6M | -18.0% | +30.7% | -48.7% | -20.8% |
| YTD | -4.8% | +14.7% | -19.5% | -6.8% |
| 1Y | -11.0% | -5.3% | -5.7% | -11.3% |
| 3Y | +37.7% | -23.8% | +61.5% | +39.6% |
| 5Y | +52.8% | -16.8% | +69.6% | +51.1% |
| All | +133.4% | +300.6% | -167.2% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling