+71.5%
CDNS vs KMX
-54.2%
+125.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -7.2% | -1.9% | -5.3% | -6.8% |
| 30D | -14.3% | +2.6% | -16.8% | -14.8% |
| 3M | -27.2% | +25.6% | -52.8% | -31.7% |
| 6M | -4.5% | +41.9% | -46.4% | -14.2% |
| YTD | -9.0% | +56.0% | -65.0% | -20.4% |
| 1Y | -21.3% | -1.8% | -19.6% | -23.1% |
| 3Y | +19.6% | -25.7% | +45.3% | +23.2% |
| 5Y | +71.5% | -54.7% | +126.3% | +106.9% |
| All | +71.5% | -54.2% | +125.7% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling