-21.2%
CDNS vs KDP
+17.7%
-38.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -9.2% | +2.1% | -11.3% | -9.1% |
| 30D | -16.3% | +8.5% | -24.7% | -15.8% |
| 3M | -27.9% | +6.6% | -34.5% | -27.5% |
| 6M | -4.3% | +17.1% | -21.4% | -2.0% |
| YTD | -9.1% | +19.0% | -28.2% | -6.7% |
| 1Y | -21.2% | +21.8% | -43.0% | -19.5% |
| All | -21.2% | +17.7% | -38.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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