+1,166.2%
CDNS vs KIM
+63.6%
+1,102.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | -2.0% | +14.1% | -16.1% | -4.6% |
| 3M | -0.2% | +6.0% | -6.2% | -1.5% |
| 6M | -8.9% | +13.2% | -22.1% | -11.5% |
| YTD | +3.3% | +30.4% | -27.0% | -2.8% |
| 1Y | +2.2% | +31.0% | -28.8% | -4.0% |
| 3Y | +22.4% | +67.6% | -45.2% | +8.5% |
| 5Y | +78.0% | +35.8% | +42.3% | +64.1% |
| All | +1,166.2% | +63.6% | +1,102.6% | +988.9% |
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