+75.8%
CDNS vs KEEL
-34.6%
+110.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +1.1% |
| 7D | -1.1% | +2.9% | -4.0% | -1.6% |
| 30D | -10.4% | +0.8% | -11.3% | -11.0% |
| 3M | -24.6% | -35.3% | +10.7% | -21.9% |
| 6M | -1.6% | +59.4% | -61.0% | -9.6% |
| YTD | -7.4% | +51.9% | -59.3% | -15.4% |
| 1Y | -18.4% | +75.0% | -93.4% | -29.3% |
| 3Y | +19.0% | +224.5% | -205.6% | -15.2% |
| All | +75.8% | -34.6% | +110.4% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling