+17.1%
CDNS vs KEEL
+186.7%
-169.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +0.9% |
| 7D | -6.5% | +2.7% | -9.2% | -6.9% |
| 30D | -13.0% | +4.6% | -17.6% | -13.8% |
| 3M | -26.0% | -34.5% | +8.5% | -23.8% |
| 6M | -2.8% | +59.3% | -62.1% | -9.2% |
| YTD | -8.8% | +46.4% | -55.2% | -14.9% |
| 1Y | -15.8% | +96.6% | -112.4% | -26.3% |
| All | +17.1% | +186.7% | -169.5% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling