+1,410.3%
CDNS vs KHC
-41.6%
+1,451.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -14.0% | -1.8% | -12.2% | -13.7% |
| 30D | -13.2% | -1.9% | -11.3% | -12.9% |
| 3M | -28.9% | +14.4% | -43.3% | -31.0% |
| 6M | -4.2% | +8.7% | -12.9% | -6.3% |
| YTD | -6.4% | +7.8% | -14.1% | -8.4% |
| 1Y | -16.2% | -1.5% | -14.7% | -16.6% |
| 3Y | +20.2% | -9.9% | +30.0% | +19.7% |
| 5Y | +76.6% | -10.7% | +87.4% | +73.3% |
| 10Y | +1,029.7% | -55.7% | +1,085.4% | +1,121.2% |
| All | +1,410.3% | -41.6% | +1,451.9% | +1,343.3% |
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