+1,611.2%
CDNS vs KHC
-43.0%
+1,654.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | +2.4% | -1.1% | +3.6% | +2.6% |
| 30D | -6.0% | +8.8% | -14.9% | -7.7% |
| 3M | -0.1% | -1.2% | +1.1% | -0.3% |
| 6M | -8.6% | +4.6% | -13.2% | -10.1% |
| YTD | +6.1% | +5.1% | +1.0% | +3.9% |
| 1Y | +0.8% | +6.2% | -5.4% | -1.5% |
| 3Y | +26.8% | -12.9% | +39.7% | +27.0% |
| 5Y | +86.9% | -16.8% | +103.6% | +86.4% |
| 10Y | +1,235.1% | -52.4% | +1,287.5% | +1,286.1% |
| All | +1,611.2% | -43.0% | +1,654.2% | +1,538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling