+13.2%
KRE vs CDW
-5.0%
+18.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | +0.1% |
| 7D | -0.4% | +9.3% | -9.7% | -3.6% |
| 30D | +6.4% | +15.8% | -9.4% | +0.7% |
| 3M | -3.1% | +21.8% | -24.9% | -10.7% |
| 6M | +6.4% | +58.8% | -52.4% | -13.8% |
| YTD | +15.3% | +22.8% | -7.5% | +1.7% |
| 1Y | +23.3% | +17.9% | +5.3% | +10.8% |
| 3Y | +93.6% | -17.4% | +111.1% | +100.4% |
| 5Y | +13.2% | -5.7% | +18.9% | +3.1% |
| All | +13.2% | -5.0% | +18.3% | +3.1% |
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