+36.4%
KR vs CDW
-23.8%
+60.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.2% |
| 7D | -3.1% | -4.2% | +1.2% | -2.7% |
| 30D | +0.6% | +4.9% | -4.2% | +0.2% |
| 3M | -9.8% | +7.3% | -17.1% | -10.4% |
| 6M | -22.1% | +19.2% | -41.3% | -23.6% |
| YTD | -8.1% | +6.2% | -14.3% | -9.1% |
| 1Y | -14.7% | -14.0% | -0.6% | -14.1% |
| 3Y | +28.6% | -30.0% | +58.5% | +31.8% |
| 5Y | +36.4% | -23.6% | +60.0% | +29.2% |
| All | +36.4% | -23.8% | +60.2% | +29.2% |
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