+70.8%
CDNS vs KMI
+151.2%
-80.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -6.5% | -2.1% | -4.5% | -6.0% |
| 30D | -13.0% | -1.7% | -11.3% | -12.7% |
| 3M | -26.0% | -1.9% | -24.1% | -25.9% |
| 6M | -2.8% | -4.3% | +1.5% | -2.3% |
| YTD | -8.8% | +15.8% | -24.6% | -14.2% |
| 1Y | -15.8% | +17.6% | -33.4% | -21.4% |
| 3Y | +19.7% | +113.1% | -93.4% | -8.3% |
| 5Y | +70.8% | +154.0% | -83.2% | +20.3% |
| All | +70.8% | +151.2% | -80.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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