-16.2%
CDNS vs KGC
+43.6%
-59.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.7% |
| 7D | -14.0% | -1.3% | -12.7% | -13.9% |
| 30D | -13.2% | +20.3% | -33.4% | -15.2% |
| 3M | -28.9% | +8.1% | -37.0% | -29.8% |
| 6M | -4.2% | -8.8% | +4.6% | -4.7% |
| YTD | -6.4% | +10.1% | -16.4% | -6.8% |
| 1Y | -16.2% | +44.2% | -60.4% | -20.1% |
| All | -16.2% | +43.6% | -59.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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