+26.8%
CDNS vs KGC
+315.9%
-289.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.5% |
| 7D | +2.4% | +8.0% | -5.6% | +1.2% |
| 30D | -6.0% | -9.3% | +3.3% | -4.7% |
| 3M | -0.1% | -21.3% | +21.2% | +3.2% |
| 6M | -8.6% | -31.5% | +22.9% | -4.0% |
| YTD | +6.1% | -23.2% | +29.3% | +8.6% |
| 1Y | +0.8% | -15.0% | +15.9% | +1.4% |
| 3Y | +26.8% | +328.7% | -301.9% | -1.8% |
| All | +26.8% | +315.9% | -289.1% | -1.8% |
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