+6,791.5%
CDNS vs KIM
+3,329.3%
+3,462.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.1% | -1.0% | +0.9% | +0.3% |
| 30D | -5.5% | +14.8% | -20.3% | -10.1% |
| 3M | +0.5% | +8.1% | -7.6% | -2.5% |
| 6M | -9.6% | +11.7% | -21.3% | -13.6% |
| YTD | +5.3% | +30.7% | -25.4% | -5.2% |
| 1Y | +3.4% | +29.7% | -26.4% | -6.8% |
| 3Y | +25.9% | +65.1% | -39.2% | +2.6% |
| 5Y | +85.8% | +34.7% | +51.1% | +61.2% |
| 10Y | +1,199.9% | +64.1% | +1,135.8% | +810.4% |
| All | +6,791.5% | +3,329.3% | +3,462.2% | +1,368.7% |
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 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