+6,943.7%
CDNS vs KIM
+3,350.7%
+3,592.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +4.8% |
| 7D | +2.1% | +2.8% | -0.7% | +1.2% |
| 30D | -4.6% | +16.3% | -21.0% | -9.7% |
| 3M | -0.8% | +6.6% | -7.4% | -3.3% |
| 6M | -7.2% | +12.3% | -19.5% | -11.6% |
| YTD | +7.7% | +31.6% | -23.9% | -3.3% |
| 1Y | +3.5% | +31.5% | -28.0% | -7.1% |
| 3Y | +31.2% | +68.0% | -36.8% | +6.3% |
| 5Y | +84.5% | +38.7% | +45.8% | +58.4% |
| 10Y | +1,242.9% | +65.7% | +1,177.2% | +837.1% |
| All | +6,943.7% | +3,350.7% | +3,592.9% | +1,397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling