+19.4%
CDNS vs KGC
+556.1%
-536.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.6% |
| 7D | -9.2% | +2.4% | -11.7% | -9.6% |
| 30D | -16.3% | +9.2% | -25.5% | -17.4% |
| 3M | -27.9% | +16.7% | -44.7% | -29.9% |
| 6M | -4.3% | -7.0% | +2.7% | -4.2% |
| YTD | -9.1% | +7.5% | -16.6% | -11.2% |
| 1Y | -21.2% | +34.4% | -55.6% | -26.2% |
| 3Y | +19.4% | +552.0% | -532.6% | -8.8% |
| All | +19.4% | +556.1% | -536.7% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling