-16.2%
CDNS vs KMX
+5.0%
-21.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.1% |
| 7D | -14.0% | +1.9% | -15.9% | -14.2% |
| 30D | -13.2% | +11.7% | -24.8% | -14.5% |
| 3M | -28.9% | +34.9% | -63.8% | -32.1% |
| 6M | -4.2% | +50.3% | -54.4% | -11.0% |
| YTD | -6.4% | +63.8% | -70.2% | -13.7% |
| 1Y | -16.2% | +3.8% | -20.1% | -15.5% |
| All | -16.2% | +5.0% | -21.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling