+1,166.2%
CDNS vs KMX
-2.3%
+1,168.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.4% |
| 7D | +1.0% | +3.4% | -2.4% | +0.1% |
| 30D | -2.0% | +6.8% | -8.8% | -3.9% |
| 3M | -0.2% | -11.4% | +11.1% | +2.3% |
| 6M | -8.9% | +43.6% | -52.5% | -18.6% |
| YTD | +3.3% | +37.7% | -34.4% | -7.8% |
| 1Y | +2.2% | +53.0% | -50.8% | -11.6% |
| 3Y | +22.4% | -16.3% | +38.7% | +19.9% |
| 5Y | +78.0% | -64.2% | +142.3% | +115.1% |
| All | +1,166.2% | -2.3% | +1,168.5% | +1,013.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling