+2,615.2%
CDNS vs KDP
+1,132.0%
+1,483.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -14.0% | +1.3% | -15.3% | -14.4% |
| 30D | -13.2% | +6.0% | -19.1% | -15.3% |
| 3M | -28.9% | +9.2% | -38.1% | -31.8% |
| 6M | -4.2% | +14.7% | -18.9% | -10.3% |
| YTD | -6.4% | +19.2% | -25.6% | -14.0% |
| 1Y | -16.2% | +15.2% | -31.4% | -22.5% |
| 3Y | +20.2% | +6.0% | +14.2% | +12.0% |
| 5Y | +76.6% | +5.4% | +71.2% | +63.9% |
| 10Y | +1,029.7% | +171.9% | +857.8% | +538.7% |
| All | +2,615.2% | +1,132.0% | +1,483.2% | +496.2% |
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