+2.2%
CDNS vs KDP
+39.5%
-37.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -2.8% |
| 7D | +1.0% | -0.8% | +1.8% | +0.9% |
| 30D | -2.0% | +9.7% | -11.7% | -0.6% |
| 3M | -0.2% | +17.6% | -17.9% | +1.9% |
| 6M | -8.9% | +25.8% | -34.7% | -5.5% |
| YTD | +3.3% | +33.9% | -30.5% | +11.1% |
| 1Y | +2.2% | +38.9% | -36.7% | +11.3% |
| All | +2.2% | +39.5% | -37.3% | +11.3% |
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