+6,443.8%
CDNS vs KEY
+981.5%
+5,462.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +2.9% |
| 7D | -2.4% | -1.3% | -1.2% | -2.0% |
| 30D | -10.2% | +5.1% | -15.3% | -11.6% |
| 3M | -5.5% | -7.1% | +1.6% | -3.5% |
| 6M | -9.9% | -4.4% | -5.5% | -9.0% |
| YTD | +2.3% | +4.0% | -1.7% | +0.5% |
| 1Y | -1.4% | +23.4% | -24.8% | -8.2% |
| 3Y | +28.1% | +113.9% | -85.8% | -1.5% |
| 5Y | +79.7% | +12.3% | +67.4% | +59.2% |
| 10Y | +1,183.3% | +125.5% | +1,057.8% | +707.7% |
| All | +6,443.8% | +981.5% | +5,462.3% | +1,603.5% |
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 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