-18.4%
CDNS vs KEYS
+97.6%
-116.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.5% |
| 7D | -1.1% | +3.5% | -4.6% | -2.0% |
| 30D | -10.4% | -4.5% | -6.0% | -9.6% |
| 3M | -24.6% | -0.4% | -24.2% | -25.1% |
| 6M | -1.6% | +19.1% | -20.8% | -7.8% |
| YTD | -7.4% | +66.7% | -74.1% | -23.7% |
| 1Y | -18.4% | +96.5% | -114.9% | -36.8% |
| All | -18.4% | +97.6% | -116.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling