+1,036.6%
CDNS vs KGC
+678.3%
+358.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -7.2% | -0.1% | -7.1% | -7.2% |
| 30D | -14.3% | +10.5% | -24.7% | -15.4% |
| 3M | -27.2% | +19.8% | -47.0% | -29.0% |
| 6M | -4.5% | -6.7% | +2.2% | -4.4% |
| YTD | -9.0% | +7.8% | -16.7% | -10.6% |
| 1Y | -21.3% | +35.7% | -57.0% | -25.3% |
| 3Y | +19.6% | +553.7% | -534.1% | -6.7% |
| 5Y | +71.5% | +461.7% | -390.1% | +33.2% |
| 10Y | +1,036.6% | +710.2% | +326.4% | +781.6% |
| All | +1,036.6% | +678.3% | +358.3% | +781.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling