+6,026.3%
CDNS vs KIM
+3,058.9%
+2,967.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -14.0% | +0.4% | -14.4% | -14.2% |
| 30D | -13.2% | -4.0% | -9.2% | -12.0% |
| 3M | -28.9% | +0.5% | -29.4% | -29.3% |
| 6M | -4.2% | +3.6% | -7.8% | -5.9% |
| YTD | -6.4% | +20.4% | -26.8% | -13.1% |
| 1Y | -16.2% | +9.7% | -25.9% | -19.7% |
| 3Y | +20.2% | +46.0% | -25.8% | +2.3% |
| 5Y | +76.6% | +34.4% | +42.2% | +53.2% |
| 10Y | +1,029.7% | +29.3% | +1,000.4% | +769.4% |
| All | +6,026.3% | +3,058.9% | +2,967.4% | +1,246.9% |
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