+86.4%
KRE vs CDW
-29.2%
+115.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | +0.2% |
| 7D | +2.3% | -3.9% | +6.2% | +3.4% |
| 30D | -2.5% | +6.9% | -9.4% | -4.6% |
| 3M | +6.2% | +7.7% | -1.5% | +2.9% |
| 6M | +15.8% | +18.3% | -2.5% | +5.5% |
| YTD | +16.0% | +7.8% | +8.2% | +9.8% |
| 1Y | +16.2% | -12.2% | +28.3% | +20.7% |
| 3Y | +86.4% | -28.9% | +115.4% | +89.6% |
| All | +86.4% | -29.2% | +115.6% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling