+78.5%
CDNS vs KMB
-0.3%
+78.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +2.7% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | -10.2% | +12.4% | -22.6% | -10.3% |
| 3M | -5.5% | +1.0% | -6.5% | -5.3% |
| 6M | -9.9% | +12.1% | -22.0% | -9.9% |
| YTD | +2.3% | +11.6% | -9.3% | +2.3% |
| 1Y | -1.4% | +13.1% | -14.5% | -1.5% |
| 3Y | +28.1% | +1.6% | +26.5% | +24.5% |
| All | +78.5% | -0.3% | +78.8% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling