+1,199.9%
CDNS vs KHC
-52.1%
+1,252.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.1% | -4.6% | +4.5% | +0.6% |
| 30D | -5.5% | +8.1% | -13.6% | -6.9% |
| 3M | +0.5% | 0.0% | +0.5% | +0.2% |
| 6M | -9.6% | +7.9% | -17.5% | -11.3% |
| YTD | +5.3% | +5.3% | +0.1% | +3.5% |
| 1Y | +3.4% | +5.1% | -1.7% | +1.5% |
| 3Y | +25.9% | -12.8% | +38.7% | +26.1% |
| 5Y | +85.8% | -16.2% | +102.0% | +85.1% |
| 10Y | +1,199.9% | -52.3% | +1,252.1% | +1,100.0% |
| All | +1,199.9% | -52.1% | +1,252.0% | +1,100.0% |
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