+1,242.9%
CDNS vs KMB
+41.7%
+1,201.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.0% | +4.5% |
| 7D | +2.1% | +3.4% | -1.3% | +1.4% |
| 30D | -4.6% | +14.7% | -19.3% | -7.5% |
| 3M | -0.8% | +3.3% | -4.1% | -1.7% |
| 6M | -7.2% | +16.8% | -24.0% | -11.0% |
| YTD | +7.7% | +15.2% | -7.6% | +3.4% |
| 1Y | +3.5% | +13.3% | -9.8% | -0.2% |
| 3Y | +31.2% | +5.4% | +25.8% | +24.4% |
| 5Y | +84.5% | +2.7% | +81.8% | +74.4% |
| 10Y | +1,242.9% | +38.7% | +1,204.2% | +1,057.3% |
| All | +1,242.9% | +41.7% | +1,201.2% | +1,057.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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