+71.6%
CDNS vs KDP
+6.3%
+65.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -9.2% | +2.1% | -11.3% | -9.5% |
| 30D | -16.3% | +8.5% | -24.7% | -17.3% |
| 3M | -27.9% | +6.6% | -34.5% | -28.7% |
| 6M | -4.3% | +17.1% | -21.4% | -6.8% |
| YTD | -9.1% | +19.0% | -28.2% | -11.9% |
| 1Y | -21.2% | +21.8% | -43.0% | -24.1% |
| 3Y | +19.4% | +6.4% | +12.9% | +17.1% |
| 5Y | +71.6% | +5.1% | +66.5% | +66.0% |
| All | +71.6% | +6.3% | +65.3% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling