+19.4%
CDNS vs KIM
+47.7%
-28.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -9.2% | -0.3% | -8.9% | -9.2% |
| 30D | -16.3% | -1.7% | -14.5% | -16.0% |
| 3M | -27.9% | -0.8% | -27.1% | -28.0% |
| 6M | -4.3% | +4.4% | -8.7% | -5.7% |
| YTD | -9.1% | +21.2% | -30.4% | -14.0% |
| 1Y | -21.2% | +10.5% | -31.8% | -23.5% |
| 3Y | +19.4% | +47.5% | -28.1% | +6.7% |
| All | +19.4% | +47.7% | -28.4% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling