-21.3%
CDNS vs KHC
-1.8%
-19.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | 0.0% |
| 7D | -7.2% | -4.8% | -2.4% | -7.7% |
| 30D | -14.3% | +0.3% | -14.5% | -14.2% |
| 3M | -27.2% | +6.7% | -33.9% | -26.3% |
| 6M | -4.5% | +4.2% | -8.7% | -2.2% |
| YTD | -9.0% | +6.7% | -15.7% | -5.8% |
| 1Y | -21.3% | -1.4% | -19.9% | -18.0% |
| All | -21.3% | -1.8% | -19.5% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling