+1,206.6%
CDNS vs KEY
+95.2%
+1,111.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +7.0% | +1.8% | +5.3% | +6.6% |
| 30D | -0.3% | +7.1% | -7.4% | -1.9% |
| 3M | +3.2% | -5.9% | +9.1% | +4.6% |
| 6M | -6.9% | +2.2% | -9.1% | -7.6% |
| YTD | +6.6% | +6.4% | +0.2% | +4.6% |
| 1Y | +5.6% | +24.8% | -19.1% | -0.4% |
| 3Y | +27.4% | +125.2% | -97.8% | +3.0% |
| 5Y | +83.7% | +13.0% | +70.8% | +69.6% |
| All | +1,206.6% | +95.2% | +1,111.4% | +936.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling