+3,021.8%
CDNS vs KDP
+1,306.6%
+1,715.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.3% | +4.9% |
| 7D | +2.1% | +0.3% | +1.8% | +1.9% |
| 30D | -4.6% | +16.3% | -20.9% | -10.2% |
| 3M | -0.8% | +24.0% | -24.8% | -9.3% |
| 6M | -7.2% | +30.0% | -37.2% | -17.1% |
| YTD | +7.7% | +36.1% | -28.4% | -6.5% |
| 1Y | +3.5% | +46.8% | -43.3% | -12.9% |
| 3Y | +31.2% | +30.5% | +0.8% | +12.2% |
| 5Y | +84.5% | +17.9% | +66.6% | +63.7% |
| 10Y | +1,242.9% | +239.3% | +1,003.6% | +585.8% |
| All | +3,021.8% | +1,306.6% | +1,715.2% | +548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling