+6,717.9%
CDNS vs KEY
+1,006.4%
+5,711.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +7.0% | +1.8% | +5.3% | +6.5% |
| 30D | -0.3% | +7.1% | -7.4% | -2.4% |
| 3M | +3.2% | -5.9% | +9.1% | +4.9% |
| 6M | -6.9% | +2.2% | -9.1% | -7.8% |
| YTD | +6.6% | +6.4% | +0.2% | +4.0% |
| 1Y | +5.6% | +24.8% | -19.1% | -1.9% |
| 3Y | +27.4% | +125.2% | -97.8% | -3.5% |
| 5Y | +83.7% | +13.0% | +70.8% | +62.6% |
| 10Y | +1,215.9% | +98.5% | +1,117.4% | +765.4% |
| All | +6,717.9% | +1,006.4% | +5,711.5% | +1,662.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling