-11.0%
KR vs CDW
-8.5%
-2.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.8% | -5.1% | +2.2% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | +5.1% | +13.1% | -8.0% | +4.3% |
| 3M | -8.2% | +19.7% | -27.8% | -8.9% |
| 6M | -18.0% | +30.7% | -48.7% | -18.9% |
| YTD | -4.8% | +14.7% | -19.5% | -6.1% |
| 1Y | -11.0% | -5.3% | -5.7% | -13.4% |
| All | -11.0% | -8.5% | -2.5% | -13.4% |
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