+1,026.7%
CDNS vs KMX
+10.2%
+1,016.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -6.5% | -3.4% | -3.2% | -5.7% |
| 30D | -13.0% | +4.0% | -17.0% | -14.0% |
| 3M | -26.0% | +24.8% | -50.8% | -30.8% |
| 6M | -2.8% | +43.6% | -46.5% | -13.4% |
| YTD | -8.8% | +56.6% | -65.5% | -20.9% |
| 1Y | -15.8% | +2.2% | -18.1% | -19.3% |
| 3Y | +19.7% | -25.4% | +45.2% | +21.9% |
| 5Y | +70.8% | -55.0% | +125.8% | +93.8% |
| All | +1,026.7% | +10.2% | +1,016.6% | +879.1% |
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