+1,026.7%
CDNS vs KHC
-54.5%
+1,081.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -6.5% | -2.5% | -4.0% | -6.1% |
| 30D | -13.0% | +0.5% | -13.5% | -13.2% |
| 3M | -26.0% | +3.0% | -29.0% | -26.6% |
| 6M | -2.8% | +6.6% | -9.5% | -4.4% |
| YTD | -8.8% | +5.8% | -14.6% | -10.3% |
| 1Y | -15.8% | -2.2% | -13.6% | -16.0% |
| 3Y | +19.7% | -12.5% | +32.3% | +20.0% |
| 5Y | +70.8% | -13.6% | +84.3% | +69.1% |
| All | +1,026.7% | -54.5% | +1,081.2% | +1,017.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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