+22.0%
KRE vs CDW
+20.3%
+1.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.7% |
| 7D | +0.3% | +13.1% | -12.8% | -0.7% |
| 30D | +5.9% | +19.1% | -13.2% | +4.5% |
| 3M | -3.3% | +24.7% | -28.0% | -5.0% |
| 6M | +5.8% | +63.4% | -57.5% | +0.9% |
| YTD | +14.7% | +26.3% | -11.6% | +12.1% |
| 1Y | +22.0% | +20.6% | +1.4% | +21.8% |
| All | +22.0% | +20.3% | +1.7% | +21.8% |
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