+1,036.6%
CDNS vs KIM
+29.7%
+1,006.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -7.2% | -1.0% | -6.2% | -7.0% |
| 30D | -14.3% | -1.1% | -13.2% | -14.1% |
| 3M | -27.2% | -5.3% | -21.9% | -26.5% |
| 6M | -4.5% | +3.9% | -8.4% | -5.6% |
| YTD | -9.0% | +20.3% | -29.2% | -12.9% |
| 1Y | -21.3% | +10.4% | -31.8% | -23.4% |
| 3Y | +19.6% | +46.3% | -26.7% | +8.8% |
| 5Y | +71.5% | +37.6% | +34.0% | +58.3% |
| 10Y | +1,036.6% | +34.5% | +1,002.1% | +951.4% |
| All | +1,036.6% | +29.7% | +1,006.9% | +951.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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