-16.2%
CDNS vs KEEL
+169.0%
-185.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.6% | -4.3% |
| 7D | -14.0% | +7.8% | -21.8% | -14.6% |
| 30D | -13.2% | -11.7% | -1.5% | -12.5% |
| 3M | -28.9% | -41.5% | +12.6% | -26.2% |
| 6M | -4.2% | +54.9% | -59.1% | -8.0% |
| YTD | -6.4% | +47.7% | -54.0% | -10.6% |
| 1Y | -16.2% | +177.6% | -193.8% | -22.0% |
| All | -16.2% | +169.0% | -185.2% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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