+30.9%
KRE vs CDW
-23.8%
+54.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -1.1% | -4.2% | +3.2% | +0.4% |
| 30D | -3.4% | +4.9% | -8.2% | -5.5% |
| 3M | +3.7% | +7.3% | -3.6% | -0.4% |
| 6M | +14.8% | +19.2% | -4.4% | +2.0% |
| YTD | +14.7% | +6.2% | +8.5% | +7.2% |
| 1Y | +16.0% | -14.0% | +30.0% | +19.9% |
| 3Y | +84.3% | -30.0% | +114.2% | +104.4% |
| 5Y | +30.9% | -23.6% | +54.5% | +36.3% |
| All | +30.9% | -23.8% | +54.7% | +36.3% |
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